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can someone please help me with these? if there is any way that they can he done on excel that would be great thank you
can someone please help me with these? if there is any way that they can he done on excel that would be great thank you
Portfolio betas Personal Finance Problem Rose Berry is attempting to evaluate two possible portfolios, which consist of the same five assets held in different proportions. She is particularly interested in using beta to compare the risks of the portfolios, so she has gathered the data shown in the following table : a. Calculate the betas for portfolios A and B. b. Compare the risks of these portfolios to the market as well as to each other. Which portfolio is more risky? a. The beta for portfolio Als (Round to four decimal places.) Asset 1 2 3 Asset beta 1.69 0.34 1.78 1.99 0.99 Portfolio weights Portfolio A Portfolio B 25% 20% 30% 15% 10% 35% 15% 10% 20% 20% 100% 100% 5 Totals Capital asset pricing model (CAPM) For the asset shown in the following table, use the capital asset pricing model to find the required retum. (Click on the icon here in order to copy the contents of the data table below into a spreadsheet) Risk-free rate, RF 9% Market return, im 14% Beta, b 1.4 The required return for the asset is %. (Round to two decimal places.) Step by Step Solution
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