Question
PLEASE SHOW YOUR WORK! Consider the previous example with the following four securities Security Weight Beta DCLK .133 2.685 KO . 2 0 .195 INTC
PLEASE SHOW YOUR WORK!
Consider the previous example with the following four securities
Security Weight Beta
DCLK .133 2.685
KO . 2 0 .195
INTC .267 2.161
KEI .4 2.434
Which security has the highest systematic risk?
The lowest risk?
What is the portfolio beta?
Is the systematic risk of the portfolio more or less than the market?
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Numerical Techniques In Finance
Authors: Simon Benninga
1st Edition
0262022869, 978-0262022866
