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3 Numerical Problems 15) We are given the following information about several well-diversified funds: Asset Value stocks Growth stocks T-bill Expected return St. dev. 22%

3 Numerical Problems 15) We are given the following information about several well-diversified funds: Asset Value stocks Growth stocks T-bill Expected return St. dev. 22% 20% 10% 10% 0% Correlation with market 1.0 0.5 0.0 Beta A. If the market portfolio standard deviation is 10%, what are the betas of each of these assets? (3 points)

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