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%

Intermediate Financial Management (MindTap Course List)

13th Edition

ISBN:9781337395083

Author:Eugene F. Brigham, Phillip R. Daves

Publisher:Eugene F. Brigham, Phillip R. Daves

Chapter2: Risk And Return: Part I

Section: Chapter Questions

Problem 3Q: Security A has an expected return of 7%, a standard deviation of returns of 35%, a correlation...

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