Question
Portfolio TSL consists of three stocks, T, S, and L, with portfolio weights of 30%, 40%, and 30%, respectively. If the three stocks have risk
Portfolio TSL consists of three stocks, T, S, and L, with portfolio weights of 30%, 40%, and 30%, respectively. If the three stocks have risk premium of 9%, 7%, and 0%, respectively, what is the risk premium of TSL?
| 4.5% | ||
| 5.5% | ||
| 6.5% | ||
| 7.5% |
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
10th Edition
538482109, 1133711774, 538482389, 9780538482103, 9781133711773, 978-0538482387
