Academic Integrity: tutoring, explanations, and feedback — we don’t complete graded work or submit on a student’s behalf.

A stock has a beta of 1.15 and an expected return of 10.4 percent. A risk-free a

ID: 2780655 • Letter: A

Question

A stock has a beta of 1.15 and an expected return of 10.4 percent. A risk-free asset currently earns 3.8 percent.

What is the expected return on a portfolio that is equally invested in the two assets? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).)

If a portfolio of the two assets has a beta of .7, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 4 decimal places (e.g., 32.1616).)

If a portfolio of the two assets has an expected return of 9 percent, what is its beta? (Do not round intermediate calculations. Round your answer to 3 decimal places (e.g., 32.162).)

If a portfolio of the two assets has a beta of 2.3, what are the portfolio weights? (Do not round intermediate calculations. Negative amounts should be indicated by a minus sign. Round your answers to 4 decimal places (e.g., 32.1616).)

   

A stock has a beta of 1.15 and an expected return of 10.4 percent. A risk-free asset currently earns 3.8 percent.

Explanation / Answer

a.

Expected return of the portfolio is the weighted average of individual returns.

weight of stock = 0.5

weight of stock = 1-0.5 = 0.5

Expected return = 0.5*10.4% + 0.5*3.8% = 0.0710 = 7.10%

b.

Beta of the portfolio is the weighted average of individual betas.

Let the weight of stock = x

weight of risk free asset = 1-x

Beta of risk free asset = 0

0.7 = x*1.15 + (1-x)*0

x = 0.60870

weight of the stock = 60.87%

weight of rf asset = 1-60.87% = 39.13%

c.

According to CAPM,

Expected return = risk free rate + beta*market risk premium

From the stock's return,

10.4% = 3.8% + 1.15*market risk premium

market risk premium = 5.74%

Now, for the portfolio of two assets

9% = 3.8% + beta*5.74%

beta = 0.91

d.

Beta of the portfolio is the weighted average of individual betas.

Let the weight of stock = x

weight of risk free asset = 1-x

Beta of risk free asset = 0

2.3 = x*1.15 + (1-x)*0

x = 2

weight of the stock = 200%

weight of rf asset = 1-200% = -100%

Hire Me For All Your Tutoring Needs
Integrity-first tutoring: clear explanations, guidance, and feedback.
Drop an Email at
drjack9650@gmail.com
Chat Now And Get Quote