A portfolio has a beta of 1.15 and an annual expected return of 12.75%. The riskless rate
Fantastic news! We've Found the answer you've been seeking!
Question:
A portfolio has a beta of 1.15 and an annual expected return of 12.75%. The riskless rate is 1.29% and the annual expected return of the market is 9.82% What is the alpha of the portfolio.
Expert Answer:
To calculate the alpha of a portfolio we need to use the following formula Alpha Portfolios ... View the full answer
Related Book For 
Posted Date:
