a. What is the beta of the investor's portf b. What amount has the investor placed in portfolio B? The risk (standard deviation) of A is 4% and the covariance between A and B is 0.24%. c. What is the expected return at equilibrium for a stock with a beta of 1.5 trading on this market? 00000s how would you construct an efficient portfolio on this
a. What is the beta of the investor's portf b. What amount has the investor placed in portfolio B? The risk (standard deviation) of A is 4% and the covariance between A and B is 0.24%. c. What is the expected return at equilibrium for a stock with a beta of 1.5 trading on this market? 00000s how would you construct an efficient portfolio on this
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 13P
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