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36) 36) A security has the following distribution of poblee-years of return Possible rebum:-3 percent percent percent 6 percent Probability 0.2 0.3 03 02 Calculate

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36) 36) A security has the following distribution of poblee-years of return Possible rebum:-3 percent percent percent 6 percent Probability 0.2 0.3 03 02 Calculate the expected and standard deviation for this security 37) 37) A security has a normal probability distribution of me. Its expected retumi percent and its standard deviation la percent. What is the probability that the security will provide a return less than mero! 360 38) Security Mhas an expected tum of 10 percent with a standard deviation of percent Security N has an expected retum of 12 percent and standard deviation of perom. The expected correlation coefficient between Mand Ni5. Calculate the expected retum and standard deviation of a portfolio conting of equal dollar amounts of the two securities 39) The risk-free rate a 5 percent and the expected return on the market portfolio is 9 percent. If a company has a bea of 0.9, what is the stocks expected rate of retum according to CAPM 90 40) You have 40 percent of your portfolio invested in Microtuiff Corp. 30 percent in House Depot, 20 percent in First National Bank, and 10 percent In The Unlimited. You know that the beas for these companies are respectively. 1.2. 14 and 1.1. What is your portfolio beta

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