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Given the information below, what is the portfolio's holding period return? 2019 Portfolio Holdings Stock Beta Initial investment Return A 1.2 $3,000 14.50% B 0.8
Given the information below, what is the portfolio's holding period return?
| 2019 Portfolio Holdings | |||
| Stock | Beta | Initial investment | Return |
| A | 1.2 | $3,000 | 14.50% |
| B | 0.8 | $4,500 | 6.50% |
| C | 0.6 | $2,000 | 3.00% |
| Portfolio volatility | 0.338 | ||
| 1-year T-bill rate | 2.50% | ||
| Market risk premium | 6.00% | ||
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Introduction to Corporate Finance What Companies Do
Authors: John Graham, Scott Smart
3rd edition
978-1111222284
