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hisse senedi, Hisse Senedi A, Hisse B ve Hisse C iin aadaki bilgileri gz nnde bulundurun. hisse senedinin her birinin getirileri pozitif olarak ilikilidir, ancak

hisse senedi, Hisse Senedi A, Hisse B ve Hisse C iin aadaki bilgileri gz nnde bulundurun. hisse senedinin her birinin getirileri pozitif olarak ilikilidir, ancak tam olarak korelasyon gstermezler. (Yani tm korelasyon katsaylar 0 ile 1 arasndadr.)

Stoklamak

Beklenen Getiri

Standart sapma

Beta

Stok A

%10

%20

1.0

Stok B

10

20

1.0

Stok C

12

20

1.4

Portfy P'nin fonlarnn yars Hisse A'ya ve yars Hisse B'ye yatrlmtr. Portfy Q'nun fonlarnn te biri hisse senedine yatrlmtr. Risksiz oran %5 ve piyasa dengede. Piyasa risk primi BGBG'si nedir?

a.

%4,5

b.

%5.0

c.

%6.0

d.

%5,5

e.

%4.0

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