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1. You hear on the news that the S&P500 was down 2% today relative to the risk-free rate (the market's excess return was
Posted: Sun Jun 05, 2022 9:58 am
by answerhappygod
- 1 You Hear On The News That The S P500 Was Down 2 Today Relative To The Risk Free Rate The Market S Excess Return Was 1 (28.46 KiB) Viewed 37 times
1. You hear on the news that the S&P500 was down 2% today relative to the risk-free rate (the market's excess return was -2% today). You are thinking about your portfolio that is made up of HP and P&G a. If HP's beta is 1.4, what is your best guess as to HP's excess return today? b. If P&G's beta is 0.4, what is your best guess as to P&G's excess return today? c. If your portfolio contains 60% of HP and the rest in P&G, what is your best guess as to your portfolio's excess return today?