Title: Both assets B and C plot on the SML. Asset B has a beta of 1.3 and an expected return of 13.1%. ... Post by: stranahan on Nov 17, 2016 Both assets B and C plot on the SML. Asset B has a beta of 1.3 and an expected return of 13.1%. Asset C has a beta of .50 and an expected return of 7.50%. The risk-free rate is 4% and the expected return on the market portfolio is 11%. If you wish to hold a portfolio consisting of assets B and C, and have a portfolio beta equal to 1.0, what proportion of the portfolio must be in asset C?
A) 0.75 B) 0.50 C) 0.375 D) 0.625 Title: Re: Both assets B and C plot on the SML. Asset B has a beta of 1.3 and an expected return of 13.1%. ... Post by: crackerspoppy on Nov 17, 2016 Content hidden
Title: Re: Both assets B and C plot on the SML. Asset B has a beta of 1.3 and an expected return of 13.1%. ... Post by: stranahan on Jan 6, 2017 Thanks ^-^
Title: Re: Both assets B and C plot on the SML. Asset B has a beta of 1.3 and an expected return of 13.1%. ... Post by: sophietv on Sep 18, 2018 Thanks
Title: Re: Both assets B and C plot on the SML. Asset B has a beta of 1.3 and an expected return of 13.1%. ... Post by: Ho Yin TSANG on Oct 10, 2019 Thanks dude
Title: Re: Both assets B and C plot on the SML. Asset B has a beta of 1.3 and an expected return of 13.1%. ... Post by: Ezgi Prcn on Jan 3, 2021 thans
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