Question
A) Calculate the reward to risk ratio for Asset A with the following characteristics: Expected return of 20%, risk free rate of 10% and Beta
A) Calculate the reward to risk ratio for Asset A with the following characteristics: Expected return of 20%, risk free rate of 10% and Beta of .5
B) Calculate the reward to risk ratio for Asset B with the following characteristics: Expected return of 15%, risk free rate of 10% and Beta of 1.5
C) What is the weighted beta of this portfolio if stock A is 60% of the portfolio and stock B is 40% of the portfolio.
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Property Finance
Authors: Giacomo Morri, Antonio Mazza
1st Edition
1118764404, 978-1118764404
