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]I really need help with this. Last time I asked it was incorrect. Round to two decimal. Consider a portfolio consisting of the following three
]I really need help with this. Last time I asked it was incorrect. Round to two decimal.
Consider a portfolio consisting of the following three stocks: The volatility of the market portfolio is 10% and it has an expected return of 8%. The risk-free rate is 3% a. Compute the beta and expected return of each stock. b. Using your answer from part (a), calculate the expected return of the portfolio c. What is the beta of the portfolio? d. Using your answer from part (c), calculate the expected return of the portfolio and verify that it matches your answer to part (b) Data Table (Click on the icon located on the top-right comer of the data table below in order to copy its contents into a spreadsheet) Portfolio WeightVolatility HEC Corp Green Midget Alive And Well 0.22 0.33 0.45 14% 25% 15% Correlation with the Market Portfolio 0.33 0.54 0.43 Print DoneStep by Step Solution
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