a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter O wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Firm A Expected Return Standard Deviation Correlation Beta 0.119 0.22 0.95 Firm B 0.131 0.41 1.50 Firm C 0.112 0.75 0.26 The market portfolio 0.12 0.19 The risk-free asset 0.05 * With the market portfolio b-1. What is the expected return of Firm A? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return %
a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter O wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Firm A Expected Return Standard Deviation Correlation Beta 0.119 0.22 0.95 Firm B 0.131 0.41 1.50 Firm C 0.112 0.75 0.26 The market portfolio 0.12 0.19 The risk-free asset 0.05 * With the market portfolio b-1. What is the expected return of Firm A? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return %
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
Related questions
Question
Transcribed Image Text:a.
Fill in the missing values in the table. (Leave no cells blank - be certain to enter O
wherever required. Do not round intermediate calculations and round your
answers to 2 decimal places, e.g., 32.16.)
Security
Firm A
Expected Return
Standard Deviation
Correlation
Beta
0.119
0.22
0.95
Firm B
0.131
0.41
1.50
Firm C
0.112
0.75
0.26
The market portfolio
0.12
0.19
The risk-free asset
0.05
* With the market portfolio
b-1. What is the expected return of Firm A? (Do not round intermediate calculations
and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
Expected return
%
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