Question: Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Security A Security B Security C

Based on the outcomes in the following table. chnnes which of the statements below is (are) correct?? 1. The correlation betw

Given an optimal risky portfolio with expected return of ( 15 % ) and standard deviation of ( 30 % ) and a risk free ra

Based on the outcomes in the following table, choose which of the statements below is (are) correct? Scenario Security A Security B Security C Recession Return E(r) 1. The correlation between securities A and C is positive. II. The correlation between securities A and C is negative. III. The correlation between securities B and A is positive. IV. The correlation between securities B and C is 0. a) I only b) I and IV c) II and IV only d) II and III only e) II, III, and IV. Given an optimal risky portfolio with expected return of 15% and standard deviation of 30% and a risk free rate of 1.5%, what is the slope of the best feasible CAL? a) 0.13 b) 0.45 c) 0.39 d) 0.36 e) 0.42 0/1 point

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