CH11 - CH11 Problem#7 WA = 51.66 WB = 48.34 E(Rm = 12.23 m...

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CH11 Problem #7 WA = 51.66% WB = 48.34% E(Rm) = 12.23% σ m = 28.29% E(Rp) = 0.08 = (Wf * Rf) + (Wm * E(Rm)) Wm = 54.17% Wf = 1 – 0.5417 = 45.83% σ p = 15.32% E(Rp’) = 0.14 Wm’ = 119.18% Wf’ = -19.18% σ p’ = 33.72% CH12 Return Risk and the Security Market Line Total = Systematic risk + Unique risk
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This note was uploaded on 09/08/2010 for the course BUS 172A at San Jose State.

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