Question: please use excel format Asset W has an expected return of 8.8 percent and a beta of 90. If the risk-free rate is 2.6 percent,
Asset W has an expected return of 8.8 percent and a beta of 90. If the risk-free rate is 2.6 percent, complete the following table for portfolios of Asset W and a risk-free asset. What is the slope of the line that results? Input area: Stock E(R) Stock beta Risk-free return 8.80% 0.90 2.60% (Use cells A6 to B8 from the given information to complete this question.) Output area: Portfolio E(R) Portfolio beta Weight of w 0% 25% 50% . 75% 100% 12596 150% e Slope of SML Weight of risk-free 100% 75% 50% 25% 0% -25% -50%
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