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Asset W has an expected return of 13.1 percent and a beta of 1.27. If the risk-f

ID: 2708381 • Letter: A

Question

Asset W has an expected return of 13.1 percent and a beta of 1.27. If the risk-free rate is 4.52 percent, complete the following table for portfolios of Asset W and a risk-free asset. (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter your portfolio expected return answers as a percentage and round to 2 decimal places (e.g., 32.16). Round your portfolio beta answers to 3 decimal places (e.g., 32.161).)


Have Expected returns correct but betas wrong. Help please.


Asset W has an expected return of 13.1 percent and a beta of 1.27. If the risk-free rate is 4.52 percent, complete the following table for portfolios of Asset W and a risk-free asset. (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter your portfolio expected return answers as a percentage and round to 2 decimal places (e.g., 32.16). Round your portfolio beta answers to 3 decimal places (e.g., 32.161).)

Explanation / Answer

RISK-FREE RATE =4.52% BETA OF W 1.27 EXPECTED RETURN OF W 13.1% % OF W PORT. RET PORT. BETA 0 4.52% 0.000 25 6.82% 0.318 50 9.12% 0.635 75 11.41% 0.953 100 13.71% 1.270 125 NOT POSSIBLE NOT POSSIBLE 150 NOT POSSIBLE NOT POSSIBLE

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