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Security Expected Return Beta Standard Deviation of Returns A 2.5 0.40 B 8% 0.25 C 1.5 0.65 Risk Free 1.0% Market Index 10% Consider a
| Security | Expected Return | Beta | Standard Deviation of Returns |
| A | 2.5 | 0.40 | |
| B | 8% | 0.25 | |
| C | 1.5 | 0.65 | |
| Risk Free | 1.0% | ||
| Market Index | 10% |
Consider a portfolio that contains security C and the risk-free asset. the portfolio weight for the risk free security is -80%. what is the portfolio weight foe security C ( round percent to 2 decimal points)
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Quantum Investing Unlocking The Secrets Of The New Financial System
Authors: Hugh Webb
1st Edition
979-8388948823
