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Solve the following questions using the data given below 1-) Portfolio 1X(40%) and Y(60%) a-) Find the Standard Deviation and the Expected Return of the
Solve the following questions using the data given below 1-) Portfolio 1X(40%) and Y(60%) a-) Find the Standard Deviation and the Expected Return of the portfolio Fill the following variance covariance matrix (just the numbers up to 2 decimal points) b-) Find the market, HML, and SMB betas of the portfolio. c-) What are the required rate of returns of the portfolio based on CAPM and FF3 factor models, respectively
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