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please show your work An investor currently has all of his wealth in Treasury bills. He is considering investing 30% of his funds in General
please show your work
An investor currently has all of his wealth in Treasury bills. He is considering investing 30% of his funds in General Electric, whose beta is 2.50, with the remainder left in Treasury bills. GE has an expected return of 18% and Treasury bills have an expected return of 2%. What are the investor's portfolio beta and portfolio expected return? Portfolio beta-1.45, and Portfolio expected return 5.4%Step by Step Solution
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