Posted by **matt** on Wednesday, October 19, 2011 at 5:32pm.

Consider the following two securities X and Y

X y

Return- 20.0% Return- 10.0%

Standard Deviation- 20.0% Standard Dev 30%

Beta- 1.50 Beta- 1.0

Risk-free asset

Return- 5.0%

Using the data from the table, 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 risk-free asset?

## Answer this Question

## Related Questions

- Finance - Aset P has a beta of 0.9. The risk-free rate of return is 8%, while ...
- Finance - Required Return from a Beta - Hi, I need to learn how to explain and ...
- FINANCIAL ACCOUNTING - A portfolio manager is managing a $10 million portfolio. ...
- math - You are thinking of adding one of two investments to an already well ...
- Finance Class Help (very very urgent) need asap - K this is what I have so far. ...
- Finance - IBM's common stock has a beta of 0.85. If the expected risk-free ...
- finance - The expected return on the market is 12% and the risk free rate is 7...
- MBA - Analyze the following portfolios performance using Jensen index, Treynor ...
- mba - Analyze the following portfolios performance using Jensen index, Treynor ...
- finance - Based on the following information, calculate the required return ...

More Related Questions