Question
The sport investment fund has a total investment of $5 million in the following portfolio: Investment Beta Asset A $900,000 1.2 Asset B $1,100,000 -0.4
The sport investment fund has a total investment of $5 million in the following portfolio:
Investment Beta
Asset A $900,000 1.2
Asset B $1,100,000 -0.4
Asset C $ 1,000,000 1.5
Asset D $2,000,000 0.9
Total $5,000,000 ?
The market's expected rate of return is 10%, and the risk-free rate is 4%. What is the requried rate of return?
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Introductory Course On Financial Mathematics
Authors: M V Tretyakov
1st Edition
1908977388, 978-1908977380
