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Check my work Consider the following information: Beta Portfolio Risk-free Market Expected Return 5% 11.2 9.2 0 1.0 1.9 a. Calculate the return predicted by
Check my work Consider the following information: Beta Portfolio Risk-free Market Expected Return 5% 11.2 9.2 0 1.0 1.9 a. Calculate the return predicted by CAPM for a portfolio with a beta of 1.9. (Round your answer to 2 decimal places.) Return % b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha %
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