Question
Stock TMI has a beta of 2.25, a variance of 0.85, and an expected return of 27%. Suppose you created a portfolio containing 60% TMI
Stock TMI has a beta of 2.25, a variance of 0.85, and an expected return of 27%. Suppose you created a portfolio containing 60% TMI stock and the rest of the portfolio wast-bills. Calculate the variance of this portfolio. What is the market variance?
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The Routledge Handbook Of Critical Finance Studies
Authors: Christian Borch, Robert Wosnitzer
1st Edition
1138079812, 978-1138079816
