Question: please correct Consider the following information Expected Return Portfolio Risk-free Market 6% 13.8 11.8 1.0 1.6 a. Calculate the the return predicted by CAPM for

please correct Consider the following information Expected Return Portfolio Risk-free Market

please correct

Consider the following information Expected Return Portfolio Risk-free Market 6% 13.8 11.8 1.0 1.6 a. Calculate the the return predicted by CAPM for a portfolio with a beta of 1.6. (Round your answer to 2 decimal places.) ReurT b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your 17.88 % answer to 2 decimal places.) Alpha

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

6.00 points Consider the following information: Expected Return Portfolio Risk-free Market Beta 7% 13.4 12.0 1.0 2.2 a. Calculate the the return predicted by CAPM for a portfolio with a beta of 2.2....

Consider the following information: Expected Return Portfolio Risk-free Market Beta 0 1.0 2.2 7% 13.4 12.0 a. Calculate the the return predicted by CAPM for a portfolio with a beta of 2.2. (Round...

Consider the following information: Expected Return Portfolio Risk-free Market Beta 11% 12.2 11.0 1.0 0.9 a. Calculate the expected return of portfolio A with a beta of 0.9. (Round your answer to 2...

Consider the following information: Expected Return Portfolio Risk-free Market Beta 0 1.0 0.8 11.2 9.2 a. Calculate the expected return of portfolio A with a beta of 0.8. (Round your answer to 2...

Consider the following information: Expected Standard Portfolio Risk-free Market Return Deviation 6.0% 0% 10.2 8.2 21 10 a. Calculate the Sharpe ratios for the market portfolio and portfolio A....

Please show your algebra on how you got your answer. Thanks 2 15 points 2 0256-48 eBook References into a powe www Consider the following information: Expected Return Portfolio Beta 78 0 Risk-free...

Consider the following information: Expected Portfolio Return Risk-free Market 11.0 10.0 7% Beta 0 1.0 1.8 a. Calculate the return predicted by CAPM for a portfolio with a beta of 1.8. (Round your...

Consider the following information Expected Return 13.6 36 Portfolio Risk-free Market 5% 1.0 1.5 11.6 a. Calculate the the return predicted by CAPM for a portfolio with a beta of 1.5. (Round your...

7. Consider the following information: PortfolioExpected Return Beta Risk-free 6% 0 Market 11.4 1.0 A 9.4 2.0 a. Calculate the return predicted by CAPM for a portfolio with a beta of 2.0. (Round your...

Consider the following information: Expected Return 5% Portfolio Risk-free Market Beta 0 1.0 1.3 8.0 a. Calculate the return predicted by CAPM for a portfolio with a beta of 1.3. (Round your answer...

Let X1, . . ., Xn be a random sample from the beta distribution with parameters and . Find the method of moments estimator for and .

An airplane is heading north at an airspeed of 700 km/hr, but there is a wind blowing from the northwest at 80 km/hr. The plane will end up flying 05.0243526902415 degrees off course The plane's...

What is the difference between a dividend and a stock repurchase? Why have stock repurchases become increasingly popular over the last several years? What is the relationship between strategic...

The first scenario will be a Verbal Judo scenario in which your scenario follows the standard Verbal Judo interaction: You need to ask somebody to modify their behavior either to do something or to...

C Does self-policing work on the Internet? What circumstances might inhibit a groups ability to selfpolice?

A Do you participate in Internet forums? Do you prefer moderated or open forums? What makes you prefer one over the other?

B Which is more important, a free-speech open forum or a managed, productive conflict? Do you think its necessary to trade off one for the other?