Consider the following two securities X and Y

X y
Return- 20.0% Return- 10.0%
Standard Deviation- 20.0% Standard Dev 30%
Beta- 1.50 Beta- 1.0

Risk-free asset
Return- 5.0%

Using the data from the table, what is the portfolio expected return and the portfolio beta if you invest 35 percent in X, 45 percent in Y, and 20 percent in the risk-free asset?

Similar Questions
    1. answers icon 0 answers
  1. Please Help.Suppose that a portfolio consists of 3 securities (1,2,3). Expected rates of return are: 5%, 9%, 14% of the 3
    1. answers icon 0 answers
  2. Please Help.Suppose that a portfolio consists of 3 securities (1,2,3). Expected rates of return are: 5%, 9%, 14% of the 3
    1. answers icon 2 answers
  3. A stock will provide a rate of return of either –20% or +28% .1. If both possibilities are equally likely, calculate the
    1. answers icon 2 answers
more similar questions