(Security market​ line)  Your father just learned from his financial advisor that his retirement portfolio has a beta of 1.81. He has turned to you to explain to him what this means. ​ Specifically, describe what you would expect to happen to the value of his retirement fund if the following were to​ occur:   a.  The value of the market portfolio rises by 6 percent. b.  The value of the market portfolio drops by 6 percent. c.  Is your​ father's retirement portfolio more or less risky than the market​ portfolio? Explain.       Question content area bottom Part 1 a.  If the value of the market portfolio rises by 6​%, then the value of your​ father's retirement fund should ▼   increase decrease by enter your response here​%. ​(Select from the​ drop-down menu and round the answer to two decimal​ places.) Part 2 b.  If the value of the market portfolio drops by 6​%, then the value of your​ father's retirement fund should ▼   increase decrease by enter your response here​%. ​(Select from the​ drop-down menu and round the answer to two decimal​ places.) Part 3 c. Your​ father's retirement portfolio is ▼   less more risky than the market portfolio because your​ father's retirement portfolio​ beta, ​ it's systematic​ risk, is ▼   greater less than the​ market's portfolio beta.  ​(Select from the​ drop-down menus.)

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
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​(Security market​ line)  Your father just learned from his financial advisor that his retirement portfolio has a beta of
1.81.
He has turned to you to explain to him what this means. ​ Specifically, describe what you would expect to happen to the value of his retirement fund if the following were to​ occur:
 
a.  The value of the market portfolio rises by
6
percent.
b.  The value of the market portfolio drops by
6
percent.
c.  Is your​ father's retirement portfolio more or less risky than the market​ portfolio? Explain.
 
 
 

Question content area bottom

Part 1
a.  If the value of the market portfolio rises by
6​%,
then the value of your​ father's retirement fund should
 
increase
decrease
by
enter your response here​%.
​(Select from the​ drop-down menu and round the answer to two decimal​ places.)
Part 2
b.  If the value of the market portfolio drops by
6​%,
then the value of your​ father's retirement fund should
 
increase
decrease
by
enter your response here​%.
​(Select from the​ drop-down menu and round the answer to two decimal​ places.)
Part 3
c. Your​ father's retirement portfolio is
 
less
more
risky than the market portfolio because your​ father's retirement portfolio​ beta, ​ it's systematic​ risk, is
 
greater
less
than the​ market's portfolio beta.  ​(Select from the​ drop-down menus.)
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