Question
If you have a $500,000 equity portfolio with a 1.3 beta and the index rises 12% for the year and the T-bill rate is 3%,
If you have a $500,000 equity portfolio with a 1.3 beta and the index rises 12% for the year and the T-bill rate is 3%, what is your expected ROI and year-end value?
If you have a $500,000 fixed income portfolio with a 6.00 duration and the interest rates rise 60 bps, what is your expected ROI and year-end value?
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Financial Markets And Institutions
Authors: Jeff Madura
5th Edition
0324027443, 9780324027440
