Question
The Socially Responsible Fund (SRF) has a portfolio beta of 0.9. You have a two-asset portfolio including the market portfolio and the risk-free asset. The
The Socially Responsible Fund (SRF) has a portfolio beta of 0.9. You have a two-asset portfolio including the market portfolio and the risk-free asset. The expected return on the market is 10% and the expected return on the risk-free asset is 4%. If you construct your portfolio so that its beta is equal to the beta on SRF, then what is the expected return of your portfolio?
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Trading The Future A Step By Step Guide To Futures Market Mastery
Authors: Axel Stevens
1st Edition
979-8857010327
