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this is a 6 part question please do all steps Homework: Problem Set 4 Save Score: 0 of 1 pt 10 of 13 (13 complete)
this is a 6 part question please do all steps
Homework: Problem Set 4 Save Score: 0 of 1 pt 10 of 13 (13 complete) HW Score: 69.23%, 9 of 13 pts X P8-26 (similar to) Question Help Expected return of a portfolio using beta. The beta of four stocks-G, H, I, and are 0.44, 0.84, 1.03, and 1.61, respectively and the beta of portfolio 1 is 0.98, the beta of portfolio 2 is 0.84, and the beta of portfolio 3 is 1.11. What are the expected returns of each of the four individual assets and the three portfolios if the current SML is plotted with an intercept of 3.0% (risk-free rate) and a market premium of 11.0% (slope of the line)? What is the expected return of stock G? % (Round to two decimal places.)Step by Step Solution
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