You've assembled the following portfolio: Stock Expected return Beta Portfolio weight 1 0.065 1.5 0.2 2 0.053
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Question:
You've assembled the following portfolio:
Stock | Expected return | Beta | Portfolio weight |
---|---|---|---|
1 | 0.065 | 1.5 | 0.2 |
2 | 0.053 | 1.1 | 0.4 |
3 | 0.047 | 0.9 | 0.4 |
Attempt 1/5 for 10 pts.
Part1
What is the beta of the portfolio?
Attempt 1/5 for 10 pts.
Part2
What is the expected return of your portfolio?
Related Book For
An Introduction To Statistical Methods And Data Analysis
ISBN: 9781305465527
7th Edition
Authors: R. Lyman Ott, Micheal T. Longnecker
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