You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 6p 1.70 1.30 0.85 1.00 0 Portfolio X Y Z Market Risk-free Rp 11.5% 10.5 R-squared 7.2 10.9 4.6 op 38.00% 33.00 23.00 28.00 0 Assume that the correlation of returns on Portfolio Y to returns on the market is 0.76. What percentage of Portfolio Y's return is driven by the market? Note: Enter your answer as a decimal not a percentage. Round your answer to 4 decimal places.

You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 6p 1.70 1.30 0.85 1.00 0 Portfolio X Y Z Market Risk-free Rp 11.5% 10.5 R-squared 7.2 10.9 4.6 op 38.00% 33.00 23.00 28.00 0 Assume that the correlation of returns on Portfolio Y to returns on the market is 0.76. What percentage of Portfolio Y's return is driven by the market? Note: Enter your answer as a decimal not a percentage. Round your answer to 4 decimal places.

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

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