Question
You have invested your savings in the BetaShares' blended ETF that adopts a varied approach to portfolio construction by investing in multiple ETFs.The blended ETFs
You have invested your savings in the BetaShares' blended ETF that adopts a varied approach to portfolio construction by investing in multiple ETFs.The blended ETFs seeks to maintain the following ratios:
30% in the ASX200 ETF with a beta of 0.8.
30% in the developed market index ETF,which is the worldwide market index.
30% in the Gold ETF with a beta of -0.4.
The remaining 10% allocated to a risk-free money market ETF earning the risk-free rate of 2%.
The expected market risk premium is 4%,what is the expected return of your blended ETF portfolio?
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International Accounting
Authors: Timothy Doupnik, Hector Perera
3rd Edition
978-0078110955, 0078110955
