(Question Id: capm@mpt_capm_calc_cleaned_2023#44301)\ The table below contains the covariance matrix of stock returns and the market. Assume that the assumptions of CAPM hold.\ \\\\table[[,"Market","BlueChip","YellowChip","BlackChip","WhiteChip"],["Market",0.0565,0.0806,0.0717,0.0504,0.1119],["BlueChip",0.0806,0.1841,0.1584,0.0308,0.2026],["YellowChip",0.0717,0.1584,0.1775,0.0828,0.2125],["BlackChip",0.0504,0.0308,0.0828,0.1697,0.1441],["WhiteChip",0.1119,0.2026,0.2125,0.1441,0.3962]]\ You decide to invest 3 MHUF in "Bluechip" and 1 MHUF in "whitechip". Investors can borrow at the risk free rate of

6%

. The market risk premium is stable at

10%

.\ Expected return of the porfolio\ Risk (standard dev) of the portfolio: None of the above

hat(v)

\ Risk (standard dev) of the portfolio assuming the two securities move independently:\ Beta of the portfolio:\ You invest an additional 6 MHUF in the risk-free asset. The expected return of this portfolio:

12.96%

\ You borrow 6 MHUF at the risk-free rate and invest the borrowed capital in the above-designed risky portfolio (see part 1.). The risk of this portfolio?\ Answer format: 123.12 ; For a percent value of

12.34%

enter 12.34 (without the percent sign); Negative values should be entered with the minus sign. When given a choice, pick the result that is correct up to rounding error. "None of the Above" is just as likely to be the correct answer as the others.

(Question Id: capm@mpt_capm_calc_cleaned_2023\#44301) The table below contains the covariance matrix nf ctnak....... Assume that the assumptions of CAPM hold. 1. Expected return of the porfolio: 2. Risk (standard dev) of the portfolio: 3. Risk (standard dev) of the portfolio assuming the two securities move independently: 4. Beta of the portfolio: 5. You invest an additional 6 MHUF in the risk-free asset. The expected return of this portfolio: 6. You borrow 6 MHUF at the risk-free rate and invest the borrowed capital in the above-designed risky portfolio (see part 1.). The risk of this portfolio? rounding error. "None of the Above" is just as likely to be the correct answer as the others