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sorry I don't have more information. The question like this. 2. A portfolio consists of two stocks, A and B. You are given: A B
sorry I don't have more information. The question like this.
2. A portfolio consists of two stocks, A and B. You are given: A B Expected return 0.15 0.18 Volatility 0.20 0.25 Proportion of portfolio 0.50 0.50 Beta of stock A with the portfolio is 0.8. The annual effective risk-free interest rate is 0.05. Determine the correlation of stock A with the portfolio. 2. A portfolio consists of two stocks, A and B. You are given: A B Expected return 0.15 0.18 Volatility 0.20 0.25 Proportion of portfolio 0.50 0.50 Beta of stock A with the portfolio is 0.8. The annual effective risk-free interest rate is 0.05. Determine the correlation of stock A with the portfolio Step by Step Solution
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Entrepreneurial Finance Strategy, Valuation, And Deal Structure
Authors: Janet Smith, Richard Smith, Richard Bliss
1st Edition
0804770913, 9780804770910
