Question: The following are estimates for two stocks. table [ [ Stock , table [ [ Expected ] , [ Return ] ] ,
The following are estimates for two stocks.
tableStocktableExpectedReturnBeta,tableFirmSpecificStandardDeviationA Bthe market index has a standard deviation of and the risk free rate is What are the standard deviations of stock and B supposedly were to construct a portfolio with proportion stock a stock B T bill compute the expected return, beta, nons, systematic, tender deviation and standard deviation of the portfolio.
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