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Other Fields Homework Help Business Topic started by: stranahan on Nov 17, 2016



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
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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