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The returns of Co. A and Co. B are as under: Year Return - A (%) Return - B (%) Return - Sensex (%)
The returns of Co. A and Co. B are as under: Year Return - A (%) Return - B (%) Return - Sensex (%) 1 10 12 6 2 12 8 8 3 15 -5 5 4 -2 10 -7 Find: (i) Average return and standard deviation of a portfolio consisting of Co. A and Co. B in the ratio of 30% and 70% (10 Marks) (ii) Find the Beta of the portfolio (8 Marks) (iii) Comment on the Beta (2 Marks)
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Financial statements
Authors: Stephen Barrad
5th Edition
978-007802531, 9780324186383, 032418638X
