Maurice Tutor

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    Argosy University/ Phoniex University/
    Nov-2005 - Oct-2011

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    Phoniex University
    Oct-2001 - Nov-2016

Category > Management Posted 11 Oct 2017 My Price 6.00

conomic factors,

Suppose there are two independent economic factors, M1 and M2. The risk-free rate is 7%, and all stocks have independent firm-specific components with a standard deviation of 47%. Portfolios A and B are both well diversified.

 

  Portfolio Beta on M1 Beta on M2 Expected Return (%)
A 1.6          2.2         37                  
B 2.1          Ac€?o-0.6         15                  
 

 

What is the expected returnAc€?obeta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

  Expected returnAc€?obeta relationship E(rP) =  % +  A??2P1 +  A??2P2

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Maurice Tutor
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Status NEW Posted 11 Oct 2017 04:10 PM My Price 6.00

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