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Portfolio return and beta Personal Finance Problem Jamie Peters invested 5118,000 to set up the following portfolio one year ago a. Calculate the portfolio beta on the basis of the original costures b. Calculate the percentage retum of each asset in the portfolio for the year c. Calculate the percentage return of the portfolio on the basis of original cost, using income and gains during the year d. At the time Jamie made his investments, investors were estimating that the market return for the coming year would be 12%. The estimate of the risk-tree rate of return averaged 4% for the coming year. Calculate an expected rate of return for each stock on the basis of its beta and the expectations of market and risk free returns e. On the basis of the actual results, each stock in the portfolio performed different relative to those CAPM-generated expectations of performance. What factors could explain these these differences? a. The portfolio beta on the basis of the original cost figures is Round to wo decimal places) b. The percentage return for asset for the year is I. (Round to two decimal places) The percentage retum for asset 8 for the years [% (Round to two decimal places) The percentage retum for asset for the year is (11% (Round to two decimal places.) The percentage retum for asset D for the year is []> Round to two decimal places) c. The percentage retum of the portfolio on the basis of original cost using Income and gains during the year is I (Round to wo decimal places.) d. At the time Jambo made his restments, investors were estimating that the market return for the coming you would be 12% and the estimate of the risk tree rate of return averaged 4% for the coming The expected rate of retum for sot As I (Round to two decimal places) The expected rate of retum for asset Bis % (Round to two decimal places) The expected rate of retum for asset cis % (Round to bwo decimal places) The expected rate of retum for asset Dis%. (Round to two decimal places) e. What factors could explain the differences between the actual reas of the assets and the CAPM Expected returns? (Select the best answer below) year. OA. The beta, as a single measure, may not capture all the systematic factors that cause the expected return B. The firm's characteristics may have chanced such that the beta at the time of the surchase the overated or understated the evalo of bet that sted durina that ver The DACA... R. for the war. R. decimal naces i Data Table - (Round to two decimal places) be 12%, and the estimate of the risk free rate of return averaged 4 for the coming (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet) Asset Cost Beta at purchase Yearly income Value today $35.000 0.81 $1,200 $36.000 B $34,000 0.04 $1,300 $35,000 $35.000 50 $41.500 $13,000 $300 $13.500 A 1.57 D 132 Print Done What factors could explain the differences between the actual return of the assets and the CAPM expected returna? (Select the best answer below) OA. The beto, as a single measure, may not capture at the systematic factors that cause the expected retum OB. The firm's characteristics may have changed such that the bota at the time of the purchase either overstated or understated the true value of beta that existed during that year OC. Any underperformance could be due to any unsystematic factor which would have caused the firm to not do as well as expected OD. All of the above