In a market, the mean and standard deviation of the market portfolio are 80% and 200%, respectively. (a) If an asset’s b

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answerhappygod
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In a market, the mean and standard deviation of the market portfolio are 80% and 200%, respectively. (a) If an asset’s b

Post by answerhappygod »

In a market, the mean and standard deviation of the market
portfolio are 80% and 200%, respectively.
(a) If an asset’s beta is 0.8 and its non-systematic risk is
120%, determine its total risk.
(b) If an asset’s total risk is 400% and its non-systematic risk
76%, determine its beta.
(c) If the risk-free interest rate is 20%, determine the capital
market line.
(d) If the market price of risk is 15%, determine the risk-free
rate.
(e) If an efficient portfolio’s total risk is 225%, determine
its beta.
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