(please round answers to within one hundredth of a percent) (a) What percent of years does this portfolio lose money, i.e. have a return less than 0%? % (b) What is the cutoff for the highest 15% of annual returns with this portfolio?
3.8 CAPM: The Capital Asset Pricing Model (CAPM) is a financial model that assumes returns on a portfolio are
(please round answers to within one hundredth of a percent)
(a) What percent of years does this portfolio lose money, i.e. have a return less than 0%?
%
(b) What is the cutoff for the highest 15% of annual returns with this portfolio?
%
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