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13. An investor has the following portfolio: Stock Beta Investment Tootsie Roll Industries 1.8 $30,000 The Hershey Company 0.7 $30,000 Nestle 0.2 $10,000 If the

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13. An investor has the following portfolio: Stock Beta Investment Tootsie Roll Industries 1.8 $30,000 The Hershey Company 0.7 $30,000 Nestle 0.2 $10,000 If the T-Bill rate is 5% and the market risk premium is 5.5%, according to the CAPM, what is the expected return for this portfolio? The expected return for this portfolio is %. (Round to two decimal places.) The Beta Bear Plus ETF (Exchange Traded Fund) is constructed so that its average return is equal to two times (200%) the additive inverse (opposite of the average return on the market index. In other words, E(K) --2x E(X). Where is the return on the fund and kn is the return on the market portfolio This ETF is designed for investors who want to make money when the market falls. If the risk-free return is 2.50% and the expected return on the market is 11.10%, then what is the beta of this fund? The bota of the Beta Boar Plus ETF is (Round to two decimal places) Assume the market has a Treynor Index of 4.00%. What is the Treynor Index of your portfolio consisting of the risk-free asset and the market portfolio if the portfolio weight on the market is 17% (and the balance is in the risk-free security? Tho Treynor Index of your portfolio is % (Round to two decimal placos)

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