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I got this right but I guessed. Can someone write it out please? Assume that the risk-free rate of return is 3% and the market
I got this right but I guessed. Can someone write it out please?
Assume that the risk-free rate of return is 3% and the market risk premium is 6%. A portfolio contains the following three stocks: Stock Average returns Standard deviation of returns CAPM beta Weight in portfolio Stock A 0.05 0.15 1.90 0.35 Stock B 0.09 0.37 2.80 0.50 Stock C 0.02 0.42 0.20 0.15 Assume that the risk-free rate of return is 3% and the market risk premium is 6%. A portfolio contains the following three stocks: Stock Average returns Standard deviation of returns CAPM beta Weight in portfolio Stock A 0.05 0.15 1.90 0.35 Stock B 0.09 0.37 2.80 0.50 Stock C 0.02 0.42 0.20 0.15Step by Step Solution
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