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Portfolio Beta on Fi 1.2 Expected Return 26% 23% Beta on F2 1.6 -0.16 B 2.1 -0.16 238 What is the expected return-beta relationship in
Portfolio Beta on Fi 1.2 Expected Return 26% 23% Beta on F2 1.6 -0.16 B 2.1 -0.16 238 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rf, and the factor risk premiums, RP1 and RP2, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) Elrp) = rf+(BPI * RP1) + (BP2 * RP2) rf RP1 RP2 Portfolio Beta on Fi 1.2 Expected Return 26% 23% Beta on F2 1.6 -0.16 B 2.1 -0.16 238 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rf, and the factor risk premiums, RP1 and RP2, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) Elrp) = rf+(BPI * RP1) + (BP2 * RP2) rf RP1 RP2
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