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b. An investor's portfolio consists of the following stocks: Stock NCB BNS JBG GRACE LASD HBN % of Portfolio 35 15 10 10 23 7
b. An investor's portfolio consists of the following stocks: Stock NCB BNS JBG GRACE LASD HBN % of Portfolio 35 15 10 10 23 7 Beta 1.05 0.45 0.9 0.95 1.6 0.7 Expected Return 21% 10% 15% 18% 25% 9% The current risk free rate of return is 6.5% and the expected return on the market portfolio is 16%.
calculate the expected return of the portfoliocand the portfolio beta
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