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if I got optimal portfolio weight like this which means we can take short position. how to calculate the portfolio reture with capm?and how to
if I got optimal portfolio weight like this which means we can take short position. how to calculate the portfolio reture with capm?and how to compute portfolio beta value if we if have negative weighted value(assume we already have single beta value for each stock)? please help!
Annual Return Stock KO IBM AAPL JNJ JPM WMT NKE GS TSLA Rf 5.73% 3.08% 24.37% 35.20% 10.23% 18.76% 20.21% 11.07% 7.53% 6.77% 2.00% Weight -29.39% -45.97% 51.27% 68.94% -18.93% 142.21% 76.46% -15.49% -119.05% -10.05% 0.00%Step by Step Solution
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