Suppose that the risk premium on the market portfolio is estimated at 8% with a standard deviation
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Suppose that the risk premium on the market portfolio is estimated at 8% with a standard deviation of 22%. What is the risk premium on a portfolio invested 25% in Toyota and 75% in Ford if they have betas of 1.10 and 1.25, respectively?
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Related Book For
ISE Investments
ISBN: 9781260571158
12th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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