subject- Portfolio Management

Q.3 b) The Rates of return on the security of Company X and Market portfolio for 10 periods are given below:- Period Return of Security X (%) Return on Market Portfolio (%) 1 20 22 2 22 20 3 25 18 4 21 16 5 18 20 -5 8 7 17 -6 8 19 5 9 -7 6 10 20 11 6 (1) What is the beta of Security X & also explain what do you mean by beta [10 Marks) c) Explain Futures along with examples [10 Marks]