Answered: An investor wants to build a portfolio… | bartleby

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Question

A 82.

Subject:- finance

• An investor wants to build a portfolio with the following four stocks.
With the given details, find out his portfolio return and portfolio
variance. The investment is spread equally over the stocks.
Company
A
B
с
D
Market Return = 11%
Market Variance = 26
Alpha
0.17
2.48
1.47
2.52
Beta
0.93
1.37
1.73
1.17
Residual Variance
45.15
132.25
196.28
51.98

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