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Piyasann %12 getiri salamas ve risksiz faiz orannn %4 olmas beklenmektedir. Bir portfy yneticisinin sermayesinin %70'i, betas 0,8 olan ve toplam getirisi %11 olan A

Piyasann %12 getiri salamas ve risksiz faiz orannn %4 olmas beklenmektedir. Bir portfy yneticisinin sermayesinin %70'i, betas 0,8 olan ve toplam getirisi %11 olan A hisse senedine tahsis edilmitir. sermayesinin %30'u, betas 1,1 olan ve toplam getirisi %12 olan B hisse senedine tahsis edilmitir. Ynetici A hissesine daha fazla sermaye tahsis ederek hangi Alfa'y yaratmtr? A. % .11 B. % .18 C. % .25 D. % .38

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