Question: Problem 11-18 Using the SML [LO 4] Asset W has an expected return of 13.8 percent and a beta of 1.41. If the risk-free rate

 Problem 11-18 Using the SML [LO 4] Asset W has an

Problem 11-18 Using the SML [LO 4] Asset W has an expected return of 13.8 percent and a beta of 1.41. If the risk-free rate is 4.66 percent, complete the following table for portfolios of Asset W and a risk-free asset. (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter your portfolio expected return answers as a percentage and round to 2 decimal places (e.g., 32.16). Round your portfolio beta answers to 3 decimal places (e.g., 32.161).) Percentage of Portfolio in Asset W Expected Retum Portfolio Portfolio Beta 0% 25 % 50 1% 75 % 100 % 125 % 150 %

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