This preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
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...
View
Full Document
 Spring '10
 Dale
 Standard Deviation, Variance, Recession Normal Boom

Click to edit the document details