Question
Suppose the risk-free rate is 4.60% and the market portfolio has an expected return of 12.50%.A portfolio is invested equally in three securities with betas
Suppose the risk-free rate is 4.60% and the market portfolio has an expected return of 12.50%.A portfolio is invested equally in three securities with betas of 0.50, 1.25, and 1.30 respectively.What is the expected return on this portfolio?
Question 24 options:
12.32%
12.63%
12.95%
13.26%
13.58%
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Get StartedRecommended Textbook for
Investments Analysis and Management
Authors: Charles P. Jones
12th edition
978-1118475904, 1118475909, 1118363299, 978-1118363294
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