You are given the following information stock A stock B Market variance 12 40 15 91 7 return 39 05 24 26 4 24 beta 1 15 0 30 tracking error 6 3 The risk free rate is 1 2 The correlation between A and B is 0 39 Suppose you invest 0 59 in A and 1 0 59 in B, compute the alpha of the resulting portfol...

Alpha is given by Portfolio return Risk free rate betamarket returnrisk f ...

You are given the following information: stock A stock B Market variance 12.40% 15.91% 7% return...

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International Financial Reporting and Analysis

ISBN: 978-1408075012

5th edition

Authors: David Alexander, Anne Britton, Ann Jorissen

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You are given the following information: stock A stock B Market variance 12.40% 15.91% 7% return...

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International Financial Reporting and Analysis

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