Unformatted text preview: producer. 2. Obtain the closing price, the change in price from the previous day, and the beta. 3. Calculate the return on holding the stock for a day (this should be the change in price over the closing price). 4. Calculate a portfolio return with weights of 0.25 for each stock. 5. Calculate a weighted beta with weights of 0.25 for each stock. 6. Write up the implications of the portfolio return and risk with respect to what you learned about beta and the CAPM in 2-3 pages....
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This note was uploaded on 12/18/2010 for the course FIN C330 taught by Professor Perello,c during the Spring '10 term at University of Maryland Baltimore.
- Spring '10