Unformatted text preview: c. If Intel has half the expected return of Microsoft, then what is Intel’s beta? d. What is the beta of the following portfolio: 0.25 in Microsoft, 0.10 in Intel, 0.75 in the S&P500, 0.20 in GM (where β GM = 0.80), 0.10 in the riskfree asset. e. What is the expected return of the portfolio in part d.?...
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 Three '10
 Andrew
 Standard Deviation, Variance, Probability theory, Deviation

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