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Unformatted text preview:  Product 0.0000  0.0000  0.0000  Variance =  Return Deviation Squared Deviation Return Deviation Squared Deviation Chapter 11 Question 17 Input area: Stock beta Stock E(R) Riskfree return a. Weight of stock b. Portfolio beta c. Portfolio E(R) d. Portfolio beta Output area: a. Portfolio E(R) 0.00% b. Weight of stock #DIV/0! Weight of riskfree #DIV/0! c. Weight of stock #DIV/0! Portfolio beta #DIV/0! d. Weight of stock #DIV/0! Weight of riskfree #DIV/0! The portfolio is invested #DIV/0! in the stock and #DIV/0! in the riskfree asset. This represents borrowing at the riskfree rate to buy more of the stock. Chapter 11 Question 18 Input area: Stock E(R) Stock beta Riskfree return Output area: Slope of SML #DIV/0! Weight of W Portfolio E(R) Portfolio beta 0.00% 0.00% 0.000 25.00% 0.00% 0.000 50.00% 0.00% 0.000 75.00% 0.00% 0.000 100.00% 0.00% 0.000 125.00% 0.00% 0.000 150.00% 0.00% 0.000...
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 Spring '10
 Dale

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