Currently, you own a portfolio comprised of the following three securities. How much of the riskiest security should you sell and replace with risk-free securities if you want your portfolio beta to equal 90 percent of the market beta? Stock Value D $13,640 E 15,980 F 23,260 Beta 1.13 1.48 .86

An investor plans to invest funds in the following stocks: Stock Beta Amount Invested A 1.39 $1,939.00 B 1.21 $2,818.00 C 0.75 $1,378.00   The risk-free rate is currently 3.00%, while the market risk premium is 6.00%. What is the beta of this portfolio?

Problem 1: You invest in a portfolio of 5 stocks with an equal investment in each one. The betas of the 5 stocks are as follows: .75, -1.2, .90, 1.3, 1.5. The risk free return is 4% and the market return is 9%. A. Compute the beta of the portfolio B. Compute the required return of the portfolio

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An investor's portfolio consists of the following stocks: B. C. Required: A. Stock NCB BNS JBG GRACE LASD HBN % of Portfolio Beta 35 1.05 15 0.45 10 0.9 10 0.95 23 d 1.6 7 $0.7 Expected Return 21% * 10% 15% 18% 25% 9% d The current risk free rate of return is 6.5% and the expected return on the market portfolio is f 16%. to sastava 128 hodan) ditane H puo abuso gurILA be HOME D q now to Compute the expected return of the portfolio and the portfolio beta. Tynaquros ort vd bomenstem of dou Compute the required rate of return for the NCB stock using the Capital Asset Pricing Model (CAPM). bell (0 simo 15710 zib sh Explain the difference between diversifiable and non-diversifiable risks using examples.

Question 4 A stock has an expected return of 13.6 percent, the risk - free rate is 3.7 percent, and the market risk premium is 7.1 percent. What must the beta of this stock be?

Pick the best answer to the following portfolio? (Round off all numbers to 2 decimal places) Stock Amount Invested Beta A $6,700 1.16 B 3,000 1.23 C 8,500 0.79 Group of answer choices The portfolio has more systematic risk than the market. The portfolio has more total risk than the market. The portfolio has no systematic risk. The portfolio has same systematic risk as the market. The portfolio has less systematic risk than the market.

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16. Assume the betas for securities A, B, and C are as shown here. (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Security A B C .673 Beta If you have a portfolio with $30,000 invested in each of Investment A, B, and C, what is your portfolio beta? Using the portfolio beta and assuming a risk-free rate of 5%, what would you expect the return of your portfolio to be if the market earned 20.8% next year? Declined 19.6%? The beta of your portfolio is (Round to three decimal places.) The return of your portfolio to be if the market earned 20.8% is If the market earned 20.8%, the value of your portfolio is $ The return of your portfolio to be if the market declined 19.6% is If the market declined 19.6%, the value of your portfolio is $ 1.62 0.63 - 0.23 (Round to the nearest dollar.) %. (Round to two decimal places and enter as a negative number if the return decreased.) %. (Round to two decimal places and enter…

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