Question
Rf = 3% Risk premium on the market is 6% How do you make a portfolio of these two assets which has: Expected return =
Rf = 3% Risk premium on the market is 6%
How do you make a portfolio of these two assets which has:
Expected return = 9% What is beta of this portfolio?
Expected return = 3% What is the beta of this portfolio?
Expected return = 6% What is the beta of this portfolio
Expected return = 8% What is the beta of this portfolio?
Expected return = 13% What is the beta of this portfolio
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The Handbook Of Pairs Trading
Authors: Douglas S. Ehrman
1st Edition
0471727075, 9780471727071
