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Assume the risk free rote is 20% The 5P500 is considered the market Today T0 you invest $400 in Stock A and $600 in Stack B to create Portfolio A B Assume there are not taxes or dividends The

Assume the risk free rote is 2.0%. The 5P500 is considered the market. Today (T=0), you invest $400 in Stock A and $600 in Stack B to create Portfolio A,B. Assume there are not taxes or dividends. The one year performance of the stocks and the market is summarized in the table below. Use this information to help answer questions 16-20.
Investment Toted Return Total Rbk Beta Mork. FMMMIEC2IIES¦11171 0,, A FMETIIMEMIMEMI¦MEI 0,, 0EMMIMIT21Milg21¦11T1
16. Porlf olio AS's beta is closest to:
5. 0.80 b. 0.92 c. 1.00 d. 1.08 e. 1.20

 

May 15 2020 View more View Less

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