Asset W has an expected return of 13.15 percent and a beta of 1.28. If the risk-

Question

Asset W has an expected return of 13.15 percent and a beta of 1.28. If the risk-free rate is 4.53 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).)

Asset W has an expected return of 13.15 percent and a beta of 1.28. If the risk-free rate is 4.53 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

Statement showing computations Percentage of portfolio in Asset W Portfolio Expected Return Portfolio Beta 0% 4.53%                           -   25% 6.69%                      1.07 50% 8.84%                      0.64 75% 11.00%                      0.96 100% 13.15%                      1.28 125% 15.31%                      1.60 150% 17.46%                      1.92

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