Question
You observe the following information: The variance of portfolio X is 0.25; the market portfolio's variance is 0.04; the covariance between portfolio X and the
You observe the following information: The variance of portfolio X is 0.25; the market portfolio's variance is 0.04; the covariance between portfolio X and the market is 0.09. Compute the CAPM beta for portfolio X.
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The Handbook Of Fixed Income Securities
Authors: Frank Fabozzi, Steven Mann
8th Edition
0071768467, 978-0071768467
