Find expected return and variance for(a), according to SIM, and the expected return according to CAPM, if you have the following information, alpha= 0.005, rfr=0.06 residual error= 0.002 Yr R(a) R(m) 1 0.09 0.12 2 0.16 0.14 3 0.06 0.17 4 0.14 0.13 5 0.10 0.09 Find the risk and return of the portfolio contain the above assets, if w (a) = 30%

Find expected return and variance for(a), according to SIM, and the expected return according to CAPM, if you have the following information, alpha= 0.005, rfr=0.06 residual error= 0.002 Yr R(a) R(m) 1 0.09 0.12 2 0.16 0.14 3 0.06 0.17 4 0.14 0.13 5 0.10 0.09 Find the risk and return of the portfolio contain the above assets, if w (a) = 30%

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 1QTD

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