Question
consider portfolio Company A Beta 1.5 Standard Deviation 12% Weight in Porfolio 40% Company B Beta 0.9 Standard Deviation 7% Weight in Porfolio 60% the
consider portfolio
Company A Beta 1.5 Standard Deviation 12% Weight in Porfolio 40%
Company B Beta 0.9 Standard Deviation 7% Weight in Porfolio 60%
the risk free rate is 4% and the return on the market is 10.5% what is the exected return on this portfolio? what is beta of the portfolio? what is the standard deviation( assume correlation is 0.6)
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Entrepreneurial Finance
Authors: M. J. Alhabeeb
1st Edition
1118691512, 978-1118691519
