Question: Moving to another ton will save this response Question 41 of 44 Question 41 5 points for The market portfolio according to the CAPM model

 Moving to another ton will save this response Question 41 of

Moving to another ton will save this response Question 41 of 44 Question 41 5 points for The market portfolio according to the CAPM model in a small market has the following composition ARSI Weiss Beta A 35. B 32 0.35 G D 30 Experts espect the return on the market portfolio to be 15%, with a volatility measured by standard deviation of 25. during the next year. Assume that the risk free vues 3% per annum. A portfolio consus of 30% of Cand 70% of D. What is the expected return of this portfolio according to CAPM? 18.5 16.87 24.774 Unable to determine because the beta forse is not en

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