Unformatted text preview: Boom 36.90% Good 12.10% Poor7.20% Bust16.50% Portfolio's expected return = 13.29% Variance = 0.031713 Standard deviation = 17.81% Problem 11 25% in stock Q, beta 0.6 20% in stock R, beta 1.7 15% in stock S, beta 1.15 40% in stock T, beta 1.9 Portfolio Beta = 1.42...
View
Full Document
 Fall '09
 Lomev
 Standard Deviation, Standard Error, Variance, Corporate Finance, Probability theory

Click to edit the document details