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if the answers could be detailed, it would be amazing. thank you The APT straight line is given by E(R) = E(R) + [E(1) -
if the answers could be detailed, it would be amazing. thank you 
The APT straight line is given by E(R) = E(R) + [E(1) - E(R)]. Suppose there are three portfolios on this straight line. Given the following information provided, answer the questions below: Mean Beta Specific Risk 15% 0.7 21% 1.3 C 2 1.8 1. What is the slope of the APT line? (10 marks) 11. Calculate the E(R) (10 marks) iii. What is the expected rate of return on portfolio C? (5 marks) A80 000
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Capital Markets Institutions And Instruments
Authors: Frank J. Fabozzi, Franco Modigliani
4th Edition
0136026028, 9780136026020
