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not sure what i did wrong for weight of stock? A stock has a beta of 165 and an expected return of 11 percent. A
not sure what i did wrong for weight of stock?
A stock has a beta of 165 and an expected return of 11 percent. A risk-free asset currently earns 26 percent a. What is the expected return on a portfolio that is equally invested in the two assets? (Do not round Intermediate calculations and enter your answer os percent rounded to 2 decimal places, e... 32.16.) b. If a portfolio of the two assets has a beta of 99, what are the portfolio weights? (Do not round Intermediate calculations and round your answers to 2 decimal places. e... 16.) c. If a portfolio of the two assets has an expected return of 10 percent, what is its beta? (Do not round intermediate calculations and round your answer to 3 decimal places, ... 32.161.) d. If a portfolio of the two assets has a beta of 3.30, what are the portfolio weights? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to the nearest whole number, e... 32.) Answer is complete but not entirely correct. a. Expected retum 680 % b. Weight of stock 0.60 b. Weight of risk 0.40 free c. Portfolio beta 1.450 d. Weight of stock 88 d. Weight of risk -1 Step by Step Solution
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