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The yield to maturity on the treasury bonds and the market risk premium is 3% and 5% respectively. Given that beta for apple is 1.22
The yield to maturity on the treasury bonds and the market risk premium is 3% and 5% respectively.
Given that beta for apple is 1.22 and beta for Amazon is 1.18, standard deviation for apple is 32% and 38% for amazon
b) Construct a portfolio comprising three assets (i.e. Apple, Amazon and treasury bonds) which produces an expected return of 6% and a beta of 0.6, based on the above information
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Comparative International Accounting Subsequent Edition
Authors: Christopher Nobes, R. H. Parker
5th Edition
0137364636, 9780137364633
