Question
a. Calculate the betas for portfolios A and B. b. If the risk-free rate is 2.3% and the market return is 9.8%, calculate the required
a. Calculate the betas for portfolios A and B.
b. If the risk-free rate is 2.3% and the market return is 9.8%, calculate the required return for each portfolio using the CAPM
| Portfolio Weights | |||||
| Asset | Asset Beta | Portfolio A | Portfolio B | ||
| 1 | 1.26 | 18% | 27% | ||
| 2 | 0.67 | 31% | 5% | ||
| 3 | 1.27 | 8% | 16% | ||
| 4 | 1.08 | 8% | 22% | ||
| 5 | 0.93 | 35% | 30% | ||
| Total | 100% | 100% | |||
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Venture Capital Islamic Finance And SMEs Valuation Structuring And Monitoring Practices In India
Authors: M. Durrani, G. Boocock
1st Edition
1403936382,0230626254
