Question: Could you help me with this problem. I keep getting the answers wrong and need to see what I am doing wrong. Suppose that the

Could you help me with this problem. I keep getting the answers wrong and need to see what I am doing wrong.

Could you help me with this problem. I keep
Suppose that the S&P 500, with a beta of1.0, has an expected return of 13% and Tbills provide a riskfree return of 4%. 1 3 a. What would be the expected return and beta of portfolios constructed from these two assets with weights in the S&P 500 of {i} 0; (ii) 0.25; {Iii} 0.50; {iv} 0.?5; [v] 1.0? (Leave no cells blank - be certain to enter "0" whetever required. Do not round intel'mediate calculations. Enter the value of Expected I'e'turn as a percentage founded to 2 decimal places and value of Beta rounded to 2 F6 decimal places.} )I HIS b. How does expected return waryr with beta? {Do not round intermediate calculations} The expected reIMm -- '36 for a one unit increase in beta

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