Question: please demonstrate the calculation steps, thank you very much. Question 6 0.5 pts Use the following information to answer the question below. The volatility of

please demonstrate the calculation steps, thank you very much.

please demonstrate the calculation steps, thank you very much. Question 6 0.5

Question 6 0.5 pts Use the following information to answer the question below. The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%. Firm Portfolio Weight Volatility Correlation with Market Portfolio Taggart Transcontinental 0.25 14% 0.7 Wyatt Oil 0.35 18% 0.6 Rearden Metal 0.40 15% 0.5 The beta for Wyatt Oil is closest to: O 1.10 O 1.0 O 0.8 O 0.75

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