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Suppose you have two stocks in a portfolio with the following information: Stock A Stock F E(R) 0.07 0.12 Std dev 0.04 0.08 Proportion 0.4
Suppose you have two stocks in a portfolio with the following information: Stock A Stock F E(R) 0.07 0.12 Std dev 0.04 0.08 Proportion 0.4 0.6 34. Calculate the portfolio risk given a correlation coefficient (rho) of-04 35. Assuming a risk-free rate of 6% and a market portfolio return of 9%, using CAPM. calculate the required rate of return for Company FINA with a beta of -0.75
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