You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset: a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter 0 wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Expected Return Standard Deviation Correlation* Beta Firm A 0.120 0.21 0.96 Firm B 0.130 0.40 1.51 Firm C 0.111 0.76 0.25 The market portfolio 0.12 0.21 The risk-free asset 0.05

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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You have been provided the following data about the securities of three firms, the
market portfolio, and the risk-free asset:
a.
Fill in the missing values in the table. (Leave no cells blank - be certain to enter 0
wherever required. Do not round intermediate calculations and round your
answers to 2 decimal places, e.g., 32.16.)
Security
Expected Return
Standard Deviation
Correlation*
Beta
Firm A
0.120
0.21
0.96
Firm B
0.130
0.40
1.51
Firm C
0.111
0.76
0.25
YOU
The market portfolio
0.12
0.21
ma
The risk-free asset
0.05
a.
Transcribed Image Text:You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset: a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter 0 wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Expected Return Standard Deviation Correlation* Beta Firm A 0.120 0.21 0.96 Firm B 0.130 0.40 1.51 Firm C 0.111 0.76 0.25 YOU The market portfolio 0.12 0.21 ma The risk-free asset 0.05 a.
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