The statistics below show standard deviation, correlation with the market and weights for a portfolio consisting of four securities SD (s i ) Correlation (r i,M ) Weight Xero Ltd 20 0 75 23 Afterpay Ltd 17 0 60 37 REA Group Ltd 14 0 52 16 CSK Ltd 16 0 68 24 Market 13 Risk Free Rate 1 8 Market Retur...

To calculate the beta for each company we can use the following formu ...

The statistics below show standard deviation, correlation with the market and weights for a portfolio consisting of

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The statistics below show standard deviation, correlation with the market and weights for a portfolio consisting of four securities.

	SD (s_i)	Correlation (r_i,M)	Weight
Xero Ltd	20%	0.75	23%
Afterpay Ltd	17%	0.60	37%
REA Group Ltd	14%	0.52	16%
CSK Ltd	16%	0.68	24%
Market	13%

Risk Free Rate	1.8%
Market Return	8.5%

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Calculate the betas for each company, and the market.

Related Book For answer-question

Principles of Finance

ISBN: 978-1285429649

6th edition

Authors: Scott Besley, Eugene F. Brigham

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Posted Date: May 08, 2023 01:49 AM

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The statistics below show standard deviation, correlation with the market and weights for a portfolio consisting of

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Principles of Finance

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