Question
Hello! Boeing(BA)has a beta of1.7,standard deviation of31%,and expected alpha of2%.Intel(INTC)has abeta of 0.8, standard deviation of 17%, and expected alpha of 1%. Thestandarddeviation of the
Hello!
Boeing(BA)has a beta of1.7,standard deviation of31%,and expected alpha of2%.Intel(INTC)has abeta of 0.8, standard deviation of 17%, and expected alpha of 1%. Thestandarddeviation of the S&P500 is 17%. Use the Index Model.
What is the beta of the active portion of the optimal risky portfolio?
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Business Forecasting
Authors: John E. Hanke, Dean Wichern
9th edition
132301202, 978-0132301206
