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Risk free rate=12% Stander Deviation m= 23% 3. The following are estimates for two stocks. StockExpected Return Beta Firm-Specific Standard Deviation A 0.95 34% B
Risk free rate=12%
Stander Deviation m= 23%
3. The following are estimates for two stocks. StockExpected Return Beta Firm-Specific Standard Deviation A 0.95 34% B 14 1.45 42 10% Suppose that we were to construct a portfolio with proportions: Stock A Stock B T-bills 0.35 0.35 0.30 Compute the expected return, standard deviation, beta, and nonsystematic standard deviation of the portfolioStep by Step Solution
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