Various attributes of three stocks are listed: The variance of the market portfolio is 0.04....
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Various attributes of three stocks are listed:
The variance of the market portfolio is 0.04.
a. What would be the portfolio weights of a portfolio consisting of 100 shares of each stock?
b. What would be the expected return of a portfolio of 100 shares of each stock? c. What is the beta of each stock? d. What would the beta of a portfolio of 100 shares of each stock be? e. What would the beta of a portfolio of these three stocks be if the expected return of the portfolio were 11%?
Various attributes of three stocks are listed: Arnold Corp. Ziffel Corp. Douglas Corp. Price $25 $40 $35 Expected Return 1096 12% 14% Covariances with the Market 0.03 0.04 0.05 The variance of the market portfolio is 0.04. a. What would be the portfolio weights of a portfolio consisting of 100 shares of each stock? b. What would be the expected return of a portfolio of 100 shares of each stock? c. What is the beta of each stock? d. What would the beta of a portfolio of 100 shares of each stock be? e. What would the beta of a portfolio of these three stocks be if the expected return of the portfolio were 11%
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