What is the portfolio weight on the market in your portfolio

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Reference no: EM13825812

Consider the following historic information on the market, the risk-free rate (T-Bills) the two mutual funds, Templeton and Fidelity.

Templeton Fidelity Market T-Bills

Average Return 12,51% 6.77% 10.14% 2.40%

Beta 1.50 0.70 1 0

Assume that you invested in a two asset portfolio comprising the market portfolio and T-Bills over the same period covered in the table. Your portfolio beta was exactly the same as Fidelity. What is the portfolio weight on the market in your portfolio?

Reference no: EM13825812

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