Finance Assignment | Professional Writing
Assume both portfolios A and Bare well diversified, that (ra) = 14% and E(ra) – 14.8%. If the economy has only one factor and BA = 1 while BB = 1.1, what must be the risk-free rate? Risk-free rate ( 01:24:39 < Prev 8 of 22 Next > Type here to search Help Seve 8 Bit Sub A portfolio is composed of two stocks, A and B Stock A has a standard deviation of return of 35%,
while stock Bhas a standard deviation of return of 15%. The correlation coefficient between the retums on A and Bis 45 Stock A comprises 40% of the portfolio, while stock B comprises 60% of the portfolio. The standard deviation of the return on this portfolio is (8 02419 o 1767% o o 1976% o 18.45% < Prev 9 of 22 11 Next > Type here to search
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