Question
Stock Value Beta SSI $10,000 1.5 EAT $12,000 0.60 Rf (t-bill) $13,000 ? Rm (index fund) 25,000 ? Calculate beta of the portfolio If Rf(risk
| Stock | Value | Beta |
| SSI | $10,000 | 1.5 |
| EAT | $12,000 | 0.60 |
| Rf (t-bill) | $13,000 | ? |
| Rm (index fund) | 25,000 | ? |
Calculate beta of the portfolio
If Rf(risk free return) is 3% and Rm (market return) is 10%, what is the expected return on portfolio?
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
6th Edition
003025809X, 978-3540014386
