Question: Problem 18 You have until 9:00 PM to complete this assignment. Intro You've assembled the following portfolio: Stock Beta Portfolio weight 1 1.4 0.4 2

Problem 18

You have until 9:00 PM to complete this assignment.

Intro

You've assembled the following portfolio:

Stock Beta Portfolio weight
1 1.4 0.4
2 1.1 0.5
3 0.7 0.1

The expected market return is 6% and the risk-free rate is 2%. Assume that the CAPM holds.

Attempt 1/1

Part 1

What is the beta of the portfolio?

Save

Attempt 1/1

Part 2

What is the expected return of your portfolio?

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