Question: Average return Stdev Portfolio Betas CAPM req. ret. Annul Porf ret Index fund & 30/0 REIT 0.010015 0.04497 4.490437 0.972769 0.098094 0.120176 fund &

Average return Stdev Portfolio Betas CAPM req. ret. Annul Porf ret Index fund & 30/0 REIT 0.010015 0.04497 4.490437 0.972769 0.098094 0.120176 fund & 3% Brown 0.010493 0.046326 4.415003 0.97245 0.098072 0.125915 fund & REIT 0.007657 0.04313 5.63266 0.914735 0.094031 0.091885 fund & Brown 0.009251 0.04722 5.10415 1 _016335 o. 101143 0.11 1015 Average return Stdev Beta Van. Index 1.10% 0.046063 REIT -2.27% 0.092307 0.147351 Brown -0.67% 0.081668 1.16335

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