(SML, finding beta) The Northern Peninsula stock market has only two listed stocks, Big Mining and Shallow...

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(SML, finding beta) The Northern Peninsula stock market has only two listed stocks, Big Mining and Shallow Mining. The market portfolio is composed of 40% Big Mining and 60% Shallow Mining. Using the data below, find the

β of each of the two stocks.

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Principles Of Finance Wtih Excel

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Authors: Simon Benninga, Tal Mofkadi

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(SML, finding beta) The Northern Peninsula stock market has only two listed stocks, Big Mining and Shallow...

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1 A NORTHERN PENINSULA STOCK MARKET Big Shallow 2 Mining Mining 3 Expected return 15% 25% 4 Return standard deviation 25% 40% 5 Covariance of returns 0.05 D

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Principles Of Finance Wtih Excel

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