# Question

What is the optimum portfolio assuming short sales if RF = 5% and p = 0.5? Use the data in Problem 4.

In Problem 4

In Problem 4

## Answer to relevant Questions

What is the optimum portfolio assuming short sales but no riskless lending and borrowing with p = 0.5 for all pairs of securities? Use the data in Problem 4. In Problem 4 Consider the following investments. Which is preferred if U(W) = W - 0.05W2? Using geometric mean, which investment is preferred in Problem 11? In Problem 11 Assume the security market line given below. Assume that analysts have estimated the beta on two stocks as follows: βx = 0.5 and βy = 2. What must the expected return on the two securities be in order for them to be a good ...In the previous chapter we showed that the standard CAPM model could be written in price form. What is the zero-beta model in price from?Post your question

0