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Calculate the expected portfolio return using the CAPM (beta) model: RISK FREE RATE .75 MARKET RETURN 9% Symbol Estimated Beta Standard Deviation Weight SPY 1

Calculate the expected portfolio return using the CAPM (beta) model: RISK FREE RATE .75 MARKET RETURN 9%

Symbol Estimated Beta Standard Deviation Weight

SPY 1 13% 0.2

IWM 1.15 16.50% 0.3

EFA 1.03 15% 0.2

EEM 1.09 20% 0.2

SHY 0 1% 0.1

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Previous Question Next Question

Symbol	Estimated Beta	Standard Deviation	Weight
SPY	1	13%	0.2
IWM	1.15	16.50%	0.3
EFA	1.03	15%	0.2
EEM	1.09	20%	0.2
SHY	0	1%	0.1

Question

Calculate the expected portfolio return using the CAPM (beta) model: RISK FREE RATE .75 MARKET RETURN 9% Symbol Estimated Beta Standard Deviation Weight SPY 1

Calculate the expected portfolio return using the CAPM (beta) model: RISK FREE RATE .75 MARKET RETURN 9% Symbol Estimated Beta Standard Deviation Weight SPY 1 13% 0.2 IWM 1.15 16.50% 0.3 EFA 1.03 15% 0.2 EEM 1.09 20% 0.2 SHY 0 1% 0.1

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Calculate the expected portfolio return using the CAPM (beta) model: RISK FREE RATE .75 MARKET RETURN 9%

Symbol Estimated Beta Standard Deviation Weight

SPY 1 13% 0.2

IWM 1.15 16.50% 0.3

EFA 1.03 15% 0.2

EEM 1.09 20% 0.2

SHY 0 1% 0.1