FREE Trial
Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

6.0 Questions of SML: Using the formula, calculate the SIM beta for your portfolio (please written the process how to calculate the SIM beta, thanks!)

6.0 Questions of SML: Using the formula, calculate the SIM beta for your portfolio

(please written the process how to calculate the SIM beta, thanks!)image text in transcribed

INTC: Intel Corp ORCL: Oracle GOOG: Alphabet LMT: Lockheed Martin C: Citigroup BAC: Bank of America AAL: American Airlines KR: Kroger CVS: CVS AXP: American Express SP500TR: S&P500 Total return Risk free asset weights Return 0.1667 0.1667 0.1667 0.1667 -0.1667 -0.1667 0.1667 0.1667 0.1667 0.1667 Volatility Beta* 0.1640 0.2581 0.9300 0.1142 0.2473 1.1500 0.2146 0.2513 1.0100 0.1648 0.2001 0.9500 -0.0179 0.4982 1.8000 0.0761 0.5030 1.6200 0.1628 0.5550 1.6900 0.0985 0.2498 0.5600 0.1103 0.2361 0.8400 0.2036 0.3244 1.0400 0.1355 0.1665 1.0000 0.0100

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Do Not Blame The Shorts Why Short Sellers Are Always Blamed For Market Crashes And How History Is Repeating Itself

Do Not Blame The Shorts Why Short Sellers Are Always Blamed For Market Crashes And How History Is Repeating Itself

Authors: Robert Sloan

1st Edition

0071636862,0071636870

More Books

Students also viewed these Finance questions

Question

★★★★★
A cereal manufacturer is aware that the weight of the product in the box varies slightly from box to box. In fact, considerable historical data has allowed the determination of the density function...

Answered: 1 week ago

Question

★★★★★
I have completed the general journal, purchases, cash receipts, cash disbursements, and sales journal but I need help with completing the ledgers and the 10 column worksheet. Please explain how to...

Answered: 1 week ago

Question

★★★★★
=+ c. If you know whether a worker is fast or slow, which one would you prefer to hire and why?

Answered: 1 week ago

Question

★★★★★
1. Describe Samsung as a conglomerate. What type of diversification does Samsung pursue? 0Identify possible factors such as core competencies, economies of scale, and economies of scope that might...

Answered: 1 week ago

Question

★★★★★
Deliberatetheimportanceoffinancialmarketsinaneconomy? (25marks)

Answered: 1 week ago

Question

★★★★★
The area of the region enclosed between f(x) = 4 and g(x) = x2 is a. 32 b. 10 O c. 1/6 O d. 1/4 O e. 32/3 Of. 4/3 O g. 16/3 Oh. 3/8

Answered: 1 week ago

Question

★★★★★
Competency III.6 The chief of obstetrics is asking for a six-year trend of vaginal versus cesarean section deliveries. You supply the following graph. Vaginal vs. Cesarean Delivery 600 556 571 559...

Answered: 1 week ago

Question

★★★★★
Answered: 1 week ago

Answered: 1 week ago

Question

★★★★★
1. Durango Mountain Bike Tours' ending cash balance as of December 31, 2020 was $10,000. Its expected cash collections and payments for the next six months are given in the following table. Month...

Answered: 1 week ago

Question

★★★★★
how has advances in manufacturing technology have affected the overhead application?

Answered: 1 week ago

Question

★★★★★
Show how the following binary fractional values would be rounded to the nearest half (one bit to the right of the binary point), according to the round-to-even rule. In each case, show the numeric...

Answered: 1 week ago

Previous Question Next Question