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A portfolio consist of two risky assists share A and B. The expected return of share B exceeds the expected return of shar eA by

A portfolio consist of two risky assists share A and B. The expected return of share B exceeds the expected return of shar eA by 0.04 (=aA- aB). Share A has diversible risk of 0.3.

The table provides information about the split of total share risk, into non-diversifiable and diversifiable.

Non diversifiable risk diversifiable risk
share A 50% 50%
share B 36% 64%

please calculate diversible risk of share B.

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A portfolio consists of two risky assets share and share B) The expected return of the ein pa.) exceeds the expected retum of share A H. The allorence of the spected returns is 4% p.a. ( QA). Share A has a diversible risk o f 30% The table below provides information about the split of total share risk to non-diverse and diversifiable risk. non diversifiable risk (0) diversifiable 10 fin % of total share risk) in % of total share risk Share A Share b) Please calculate the diversifiable risk of share Blotta) 5096 A portfolio consists of two risky assets share and share B) The expected return of the ein pa.) exceeds the expected retum of share A H. The allorence of the spected returns is 4% p.a. ( QA). Share A has a diversible risk o f 30% The table below provides information about the split of total share risk to non-diverse and diversifiable risk. non diversifiable risk (0) diversifiable 10 fin % of total share risk) in % of total share risk Share A Share b) Please calculate the diversifiable risk of share Blotta) 5096

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