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QUESTION 5 Use the following information to answer questions: Suppose I believe a Macroeconomic multifactor asset pricing model is a correct description of the risk

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QUESTION 5 Use the following information to answer questions: Suppose I believe a Macroeconomic multifactor asset pricing model is a correct description of the risk return relationship for equity returns. The model takes the following form: plan on buying both stocks to create a portfolio. The portfolio is made up of 30% of Stock X and70% of Stock with the following factor sensitivities: Stock Intercept b1 b2 0.55 1.15 0.7 0.25 0.88 1.2 1. What is the model of your portfolio if you decide to make your portfolio up of 30% of Stock X and 70% of Stock Y? 2. What is the expected return of this portfolio according to this model? 3. Using the following information, what is the return of your portfolio? Actual Value Expected Variable (%) Value (5) Change in inflation rate 15 0 Growth in GDP 2 3 For the folbat As A THE 10 PCOA TEN+F 10 Mack Click Save and Submit to save and submit Click Save All Answers to save all answers. Sav QUESTION 5 Use the following information to answer questions: Suppose I believe a Macroeconomic multifactor asset pricing model is a correct description of the risk return relationship for equity returns. The model takes the following form: plan on buying both stocks to create a portfolio. The portfolio is made up of 30% of Stock X and70% of Stock with the following factor sensitivities: Stock Intercept b1 b2 0.55 1.15 0.7 0.25 0.88 1.2 1. What is the model of your portfolio if you decide to make your portfolio up of 30% of Stock X and 70% of Stock Y? 2. What is the expected return of this portfolio according to this model? 3. Using the following information, what is the return of your portfolio? Actual Value Expected Variable (%) Value (5) Change in inflation rate 15 0 Growth in GDP 2 3 For the folbat As A THE 10 PCOA TEN+F 10 Mack Click Save and Submit to save and submit Click Save All Answers to save all answers. Sav

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