What is the beta of the foreign portfolio? Variance: 0.12 Expected rate of return: 0.10 Foreign portfolio:
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What is the beta of the foreign portfolio?
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Variance: 0.12 Expected rate of return: 0.10 Foreign portfolio: Variance estimated based on dollar rate of return: 0.20 Expected dollar rate of return: 0.13 Correlation Coefficient (estimated based on dollar rate of return) between the U.S. market portfolio and the foreign portfolio: 50 Variance: 0.12 Expected rate of return: 0.10 Foreign portfolio: Variance estimated based on dollar rate of return: 0.20 Expected dollar rate of return: 0.13 Correlation Coefficient (estimated based on dollar rate of return) between the U.S. market portfolio and the foreign portfolio: 50
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