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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