Question
UPS, a delivery services company, has a beta of 1.6, and Wal-Mart has a beta of 0.9. The risk-free rate of interest is 6% and
UPS, a delivery services company, has a beta of 1.6, and Wal-Mart has a beta of 0.9. The risk-free rate of interest is 6% and the market risk premium is 9%. What is the expected return on a portfolio with 40% of its money in UPS and the balance in Wal-Mart?
14.96%
15.79%
18.28%
16.62%
none of the answers are correct
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International Business The Challenges Of Globalization
Authors: John J. Wild, Kenneth L. Wild
9th Edition
0134729226, 978-0134729220
