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Portfolio return and beta Personal Finance Problem Jamie Peters invested $ 1 1 3 , 0 0 0 to set up the following portfolio one
Portfolio return and beta Personal Finance Problem Jamie Peters invested $ to set up the following portfolio one year ago:
a Calculate the portfolio beta on the basis of the original cost figures.
a Calculate the porffolio beta on the basis of the original cost figures. b Calculate the percentage return of each asset in the portfolio for the year.
c Calculate the percentage return of the portfolio on the basis of original cost, using income and gains during the year.
and riskfree returns.
e On the basis of the actual results, explain how each stock in the portfolio performed differently relative to those CAPMgenerated expectations of performance. What factors could explain these differences?
a The portfolio beta on the basis of the original cost figures is
Round to two decimal places.
Data table
Click on the icon here in order to copy the contents of the data table below into a spreadsheet.
Please solve with numbers, not words.
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