You have been provided the following data on the securities of three firms, the market portfolio, and the risk-free asset: 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 Expected Return Standard Deviation Correlation* Beta

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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Dd.85.

You have been provided the following data on the securities of three firms, the market
portfolio, and the risk-free asset:
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
Firm B
Firm C
The market portfolio
The risk-free asset
Expected
Return
0.112
0.152
0.119
0.12
0.05
Standard
Deviation
0.29
0.68
0.20
0
Correlation*
0.48
0.33
Beta
0.88
1.43
1.12
0
Transcribed Image Text:You have been provided the following data on the securities of three firms, the market portfolio, and the risk-free asset: 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 Firm B Firm C The market portfolio The risk-free asset Expected Return 0.112 0.152 0.119 0.12 0.05 Standard Deviation 0.29 0.68 0.20 0 Correlation* 0.48 0.33 Beta 0.88 1.43 1.12 0
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