12.5 Put 25% of your money in the market portfolio and the rest in Treasury bills. The...

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12.5 Put 25% of your money in the market portfolio and the rest in Treasury bills. The portfolio's beta is .25 and its expected return is portfolio =(.756)+(.2513)=7.75% The expected return also may be computed as r+B(-)=6+.25x7 = 7.75%

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Fundamentals Of Corporate Finance

ISBN: 9780073382302

6th Edition

Authors: Richard A Brealey, Stewart C Myers, Alan J Marcus

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Question Posted: Jul 31, 2024 11:00 AM

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12.5 Put 25% of your money in the market portfolio and the rest in Treasury bills. The...

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Anchovy Queen return, % -1.0 -.8 -.6 2 2 1.5 1 50 .5 -.5 -1 + .2 -1.5 -2 F 4 .6 .8 1.0 Market return, %

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Fundamentals Of Corporate Finance

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