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1) Assume both portfolios A and B are well diversified, that E (RA) = 14% and E (RB) = 14.8%. If the economy has only one factor, and ??A = 1 while βB = 1.1, what must be the risk-free rate?
2) Assume that the risk-free rate, Rf = 5%; the expected rate of return on the market, E(Rm)= 11%; and that the standard deviation of returns on the market portfolio is σM =20%. Calculate the expected return and standard deviation of returns for portfolios that are 25%, 75%, and 125% invested in the market portfolio.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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