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I need the answer of this question b) Consider a portfolio of five securities with the following characteristics Residual variance Security Weight (0 ) RTm-
I need the answer of this question
b) Consider a portfolio of five securities with the following characteristics Residual variance Security Weight (0 ) RTm- 15.5 23 .10 0.28 1.15 A 65 0.76 0.50 .25 m 1.20 52 .30 2.52 C 0.70 86 20 1.55 D 82 0.47 0.95 .15 Assume that the return on the market index is 15.5 percent and the standard devia ion of return on market index is 17 percent. Find out the portfolio return and risk under single in tex modelStep by Step Solution
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