Question: 1 1 . The following table shows risk and return measures for two portfolios. Portfolio Average Annual rate of Return Standard Deviation Beta A S&P

11. The following table shows risk and return measures for two portfolios.
Portfolio Average Annual rate of Return Standard Deviation Beta
A
S&P CNX Nifty (Market Portfolio)11%
14%10%
12%0.5
1.0
(B) Portfolio A lies on the SML, find the beta of portfolio C which generate 18% rate of return.

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