Question
Suppose that the S&P/TSX Composite Index, with a beta of 1.0, has an expected return of 10% and Treasury bills provide a risk-free return of
Suppose that the S&P/TSX Composite Index, with a beta of 1.0, has an expected return of 10% and Treasury bills provide a risk-free return of 4%. a. Construct a portfolio from these two assets with an expected return of 8%. What is the beta of this portfolio? (Round your answer to 2 decimal places.)
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Day Trading Strategies And Risk Management
Authors: Richard N. Williams
1st Edition
979-8863610528
