Using the data from table 8.3, what is the portfolio expected return and the portfolio beta if you invest 35 percent in x, 45 percent in y, and 20 percent in the riskminus-free asset?

a. 12.5%, 1.975

b. 15.0%, 1.975

c. 15.0%, 0.975

d. 12.5%, 0.975

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27 August, 09:30

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Hana Gray · Answer 1

Hana Gray 27 August, 09:38

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I think B but not 100% sure

Using the data from table 8.3, what is the portfolio expected return and the portfolio beta if you invest 35 percent in x, 45 percent in y, and 20 percent in the riskminus-free asset?a. 12.5%, 1.975b. 15.0%, 1.975c. 15.0%, 0.975d. 12.5%, 0.975