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Suppose that I now fit the CAPM model for Qantas stock using ASX as the market portfolio. I tell you that: rOantas = - 0

Suppose that I now fit the CAPM model for Qantas stock using ASX as the market portfolio. I tell you that: rOantas =-0.02+0.95* rASX + QUESTION 10 If you have to choose just one between Qantas and ASX, which one would you invest in? QUESTION 11 If you would like to have zero market (ASX) risk and suppose you have no money, how would you invest using ASX, Qantas stock and the risk-free?

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