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Calculate: (a) the beta (25 points) and (b) the expected rate of return (25 points) for the following portfolio, based on a Treasury bill yield
Calculate: (a) the beta (25 points) and (b) the expected rate of return (25 points) for the following portfolio, based on a Treasury bill yield of 4% and an expected market return of 13%. Stock Percent of Portfolio 2000 25% 10% 30% 15% Beta 1.6 1.2 1.0 0.9 0.8
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