1. Suppose you invest 67%, 12%, and 21% of your wealth into a stock, the market, and a risk-free asset, respectively. The betaof the stock is 1.8. What is the betaof the portfolio? Enter your answer rounded to 3 DECIMAL PLACES.
2. Given a risk-free rate of 2.1%, a market return of 12.9%, and a betaof 1.6, what is the expected return of the stock? Enter your answer as a percentage.
3. Consider a stock that has a standard deviation of 11.1% and the correlation with the market is 0.83. The standard deviation of the market is 10.9%. What is the betaof the stock? Enter your answer rounded to 2 DECIMAL PLACES.
4. A stock has an expected return of 6%.Given a risk-free rate of 4.8% anda market return of 13.9%, what is the of this stock? Enter your answer rounded to 2 DECIMAL PLACES.
5. Given a risk-free rate of 2.6%, a market return of 11.5%, and a betaof 0.4, what is the expected return of the stock? Enter your answer as a percentage.