Question
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $250,000 1.15 B 200,000 1.50 C 500,000
Quantitative Problem: You are holding a portfolio with the following investments and betas:
| Stock | Dollar investment | Beta | ||
| A | $250,000 | 1.15 | ||
| B | 200,000 | 1.50 | ||
| C | 500,000 | 0.70 | ||
| D | 50,000 | -0.35 | ||
| Total investment | $1,000,000 | |||
The market's required return is 10% and the risk-free rate is 4%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places.
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Extreme Events In Finance A Handbook Of Extreme Value Theory And Its Applications
Authors: Francois Longin
1st Edition
1118650190, 978-1118650196
