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Data table attached What is the beta on the first portfolio (round to 3 decimal places) What is the beta on the 2nd portfolio (round
Data table attached
made up of four different stocks. However, you are considering two possible weightings: Data table Portfolio Weightings Asset Beta First Portfolio Second Portfolio A 2.00 15% 35% B 0.85 15% 35% 0.45 35% 15% D - 1.40 35% 15% (Click on the icon in order to copy its contents into a spreadsheet) Print Done L What is the beta on the first portfolio (round to 3 decimal places)
What is the beta on the 2nd portfolio (round to 3 decimal places)
Which portfolio is riskier (select best choice)
a. The first portfolio b/c the beta is smaller
b. The second portfolio b/c the beta is smaller
c. The second portfolio b/c the beta is larger
d. The first portfolio b/c the beta is larger
If the risk free rate of interest were 4.5% and the market risk premium were 7%, then the rate of return on the first portfolio is expected to be what % (round to 2 decimal places)
What about the second portfolio?
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