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Consider the following information

Portfolio Expected Return Beta

Risk-free 10% 0

Market               18 1.0

A 16 1.5

a. Calculate the expected return of portfolio A with a beta of 1.5.

b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign.)

Financial Management, Finance

  • Category:- Financial Management
  • Reference No.:- M91584706

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