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14 Assume you work in a mutual fund company in Oman and you manage an Equity Fund portfolio consisting of five stocks, with the following

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14 Assume you work in a mutual fund company in Oman and you manage an Equity Fund portfolio consisting of five stocks, with the following market values and Betas. Calcutate the portfolio's market risk Expected Beta Market value Stock 200 13 50650 Dhofar industrial Co 0.75 75300 National Food Co 1.25 12790 Oman Hotels & Tourism 1.63 22370 Bank Dhofar 1.96 65870 Salalah Cement The return on the Muscat stock market index is 13 * The roturn on the short-term government bonds in Omanis 4 a. 1.27 b. 1.3387 c. 5.70 d. All the given answers in this question are wrong

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