Question: The table below provides the possible returns for two securities Zamrud and Zaitun: (d) If your investment portfolios beta is 0.06, the risk-free interest rate
The table below provides the possible returns for two securities Zamrud and Zaitun:
(d) If your investment portfolios beta is 0.06, the risk-free interest rate is 3.5%, and the market risk premium is 6%, what is the portfolios required rate of return? (2 marks)
(e) What should the beta of the investment portfolio be, if you wish to invest in it? Explain briefly. (3 marks)

ides the possible returns for two securities - Zamrud and Zaitun: Scenario 1 II Probability Zamrud Zaitun 0.6 -4% 15% 0.4 12% -6% ring investing RM45,500 in Zamrud, and RM19,500 in Zaitun, what are the securities' portfolio weights: sible returns for your investment portfolio under scenarios I and I? (3 marks) ected return and standard deviation of returns for your investment portfolio? (5 marks) it portfolio's beta is 0.06, the risk-free interest rate is 3.5%, and the market risk premium is 6%, what is ate of return? (2 marks) beta of the investment portfolio be, if you wish to invest in it? Explain briefly
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