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Problem 6-5: Security Market Line Based on the data below, calculate portfolio's return and beta. DATA Stock 1 % of Portfolio 0.5 Beta 0.85 Expected
Problem 6-5: Security Market Line Based on the data below, calculate portfolio's return and beta. DATA Stock 1 % of Portfolio 0.5 Beta 0.85 Expected Return 0.12 2 0.3 0.75 0.11 0.35 2 0.15 3 risk-free rate Market rate 0.05 0.1
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