Elsi is a risk-averse investor. She has invested 60% of her investment in share A and all the remainder in share B. Below are projections for the shares as well as the market. A B Market Expected return (%) 10 30 20 Standard deviation (%) 40 70 30 Correlations A 1 B 0.2 1 Market 0.3 0.68 1 Calculate the beta of A and B.

Elsi is a risk-averse investor. She has invested 60% of her investment in share A and all the remainder in share B. Below are projections for the shares as well as the market. A B Market Expected return (%) 10 30 20 Standard deviation (%) 40 70 30 Correlations A 1 B 0.2 1 Market 0.3 0.68 1 Calculate the beta of A and B.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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