Entries by Grace Wahito

We have the following investments in our portfolio:

March 31, 2020 in /by

We have the following investments in our portfolio: /> Investment                       Amount                             Expected Return             Beta A Stock                               $2,000                                 8%                                        .80 B Stock                               $2,500                                 12%                                     .95 C Stock                               $2,500                                 14%                                     1.20 D Stock                               $3,000                                 16%                                     1.50 What is the expected return on this portfolio? What is the beta of this portfolio? Does this portfolio have more or less systematic risk than an average asset? ( Hint look at similar example in book) Please […]

 

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Firstly a systematic risk is one that deals

March 31, 2020 in /by

comment on the below posting and give referenceFirstly a systematic risk is one that deals with a large number of assets and can also be labeled as a market risk, on the other hand a non systematic risk is quite the opposite in that it deals with only a small number of assets and are […]

 

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What beta measures?

March 31, 2020 in /by

What beta measures? by what mean do you calculate beta? look for a company on the Web that your interested in and find what there beta is. Let the class know what company and what there beta means? give reference   Looking for a Similar Assignment? Order now and Get 10% Discount! Use Coupon Code “Newclient”

 

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Using CAPM. A stock has a beta of 1.15 and an expected return

March 31, 2020 in /by

does this look correct17. Using CAPM. A stock has a beta of 1.15 and an expected return of 10.4 percent. A risk-free asset currently earns 3.8 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? 0.5(10.4) + 0.5(3.8) 7.1% b. If a portfolio of the two […]

 

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