Question: Calculate Beta based on historical data for the above portfolio (investment weights into each stock are in the 2^nd column, headed WO. 0.967 1.002 2.111

 Calculate Beta based on historical data for the above portfolio (investment

Calculate Beta based on historical data for the above portfolio (investment weights into each stock are in the 2^nd column, headed WO. 0.967 1.002 2.111 2.5 Write out CAPM equation based on historical data for the above portfolio. R_i = 0.6 + 3.1 (sigma;) R_i = 0.6 + Beta; (1.00) R_i = 0.6 + Beta; (1.50 - 0.6) R_i = 0.6 - Beta; (3.1 - 0.6) What is the slope of the SML based on the CAPM equation above? Beta 1.00 0.90 1.50

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