You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio X Y Z Market Risk-free Rp 11.0% op 33.00% 10.0 28.00 8.1 18.00 10.4 5.2 23.00 Ө 8p 1.45 1.20 0.75 1.00 Ө Assume that the correlation of returns on Portfolio Y to returns on the market is 0.66. What percentage of Portfolio Y's return is driven by the market? Note: Enter your answer as a decimal not a percentage. Round your answer to 4 decimal places. R-squared
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio X Y Z Market Risk-free Rp 11.0% op 33.00% 10.0 28.00 8.1 18.00 10.4 5.2 23.00 Ө 8p 1.45 1.20 0.75 1.00 Ө Assume that the correlation of returns on Portfolio Y to returns on the market is 0.66. What percentage of Portfolio Y's return is driven by the market? Note: Enter your answer as a decimal not a percentage. Round your answer to 4 decimal places. R-squared
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 6P
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