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Could you please help me with the Risk-Free Weight for question d. I caluculated -11, but connect says it is inncorect. Thank you!!! 17.00 points
Could you please help me with the Risk-Free Weight for question d. I caluculated -11, but connect says it is inncorect. Thank you!!!
17.00 points ent. A risk-free asset currently earns 2.4 A stock has a beta of 1.60 and an expected return of 10 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? (Round your answer to 2 decimal places. (e.g., 3 2.16)) Expected return 6.2 % b. If a portfolio of the two assets has a beta of 0.88, what are the portfolio weights? (Round your answer to 4 decimal places. (e.g., 32.1616)) Weight of stock Risk-free weight 45 c. If a portfolio of the two assets has an expected return of 9 percent, what is its beta? (Do not round intermediate calculations and round your answer to 3 decimal places. (e.g., 32.161)) Beta 1.38 d. If a portfolio of the two assets has a beta of 3.20, what are the portfolio weights? (Negative amount should be indicated by a minus sign.) Weight of stock Risk-free weight 2
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