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Asher Investment Fund, a diversified investment entity, currently has a total capital of R 1 0 0 0 0 0 allocated across three distinct shares.
Asher Investment Fund, a diversified investment entity, currently has a total capital of R allocated across three distinct shares. The returns on these shares vary, reflecting the different risk profiles and market positions of each investment. The fund's capital is distributed as follows:
Shares
Return
Invested
A
R
B
R
C
R
The current riskfree rate stands at and market returns for the upcoming period have been estimated based on the following probability distribution:
Probability
Market return
What is the beta coefficient of the investment fund?
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