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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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Foundations Of Financial Management
Authors: Stanley Block
8th Canadian Edition
0070965447, 9780070965447
