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4. You are given the following information about possible investments: Asset Real Estate Growth Stocks Antiques Mean Return 8% 12% 15% Market Value $5 trillion
4. You are given the following information about possible investments: Asset Real Estate Growth Stocks Antiques Mean Return 8% 12% 15% Market Value $5 trillion $2 trillion $2.5 trillion Standard Correlation Deviation with Market 15% 0.5 22.5% 1.0 15% 0.25 4.a What are the equal-weighted and value-weighted mean returns on portfolios, which include all three assets? 4.b If the market standard deviation is 15%, what are the CAPM betas of each of these assets? 4. You are given the following information about possible investments: Asset Real Estate Growth Stocks Antiques Mean Return 8% 12% 15% Market Value $5 trillion $2 trillion $2.5 trillion Standard Correlation Deviation with Market 15% 0.5 22.5% 1.0 15% 0.25 4.a What are the equal-weighted and value-weighted mean returns on portfolios, which include all three assets? 4.b If the market standard deviation is 15%, what are the CAPM betas of each of these assets
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