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Complete the table for beta and expected return. Show all work please. Asset W h

ID: 2638258 • Letter: C

Question

Complete the table for beta and expected return. Show all work please.

Asset W has an expected return of 13 percent and a beta of 1.25. If the risk-free rate is 4.5 percent. complete the following table for portfolios of Asset W and a risk-free asset. (Do not include the percent signs (%). Leave no cells blank - be certain to enter 0 wherever required. Round your portfolio expected return answers to 2 decimal places (e.g., 32.16). Round your portfolio beta answers to 3 decimal places (e.g., 32.161).)

Explanation / Answer

Calculation of Expected Return = Weight of W * 13% + (1 - weight of W) * 4.5%

Calculation of Beta = Weight of W * 1.25

Weight of W                     Expected Return                     Beta


0%                                          4.5%                                    0

25%                                        6.625%                                 0.3125

50%                                        8.75%                                   0.625

75%                                        10.875%                               0.9375

100%                                       13%                                     1.25

125%                                       15.1875%                             1.5625

150%                                       17.25%                                 1.875

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