CAPMComputation - Asset A Expected Return Std Dev Variance Asset B Expected Return Std Dev Variance Risk Free Std Dev Variance Correlation

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Expected Return 10% % Asset A STDEV EXP Return Std Dev 10% -55% 30.38% 17.8% Variance 0.01 -54% 30.19% 17.7% -53% 29.99% 17.7% Asset B -52% 29.80% 17.6% Expected Return 15% -51% 29.60% 17.6% Std Dev 20% -50% 29.41% 17.5% Variance 0.04 -49% 29.22% 17.5% -48% 29.02% 17.4% Risk Free 7% -47% 28.83% 17.4% Std Dev 0% -46% 28.64% 17.3% Variance 0% -45% 28.44% 17.3% -44% 28.25% 17.2% -43% 28.06% 17.2% Correlation 20% -42% 27.87% 17.1% Covariance 0.004 -41% 27.67% 17.1% -40% 27.48% 17.0% Market Portfolio -39% 27.29% 17.0% Expected Return 12.3% -38% 27.10% 16.9% Std Dev 11% -37% 26.91% 16.9% Variance 0.01 -36% 26.71% 16.8% -35% 26.52% 16.8% Covariane 0 -34% 26.33% 16.7% -33% 26.14% 16.7% -32% 25.95% 16.6% -31% 25.76% 16.6% -30% 25.57% 16.5% -29% 25.38% 16.5% -28% 25.19% 16.4% -27% 25.00% 16.4% -26% 24.81% 16.3% -25% 24.62% 16.3% -24% 24.43% 16.2% -23% 24.24% 16.2% -22% 24.06% 16.1% -21% 23.87% 16.1% -20% 23.68% 16.0% -19% 23.49% 16.0% -18% 23.31% 15.9% -17% 23.12% 15.9% -16% 22.93% 15.8% -15% 22.75% 15.8% -14% 22.56% 15.7% -13% 22.38% 15.7% -12% 22.19% 15.6% -11% 22.01% 15.6% -10% 21.82% 15.5% -9% 21.64% 15.5% -8% 21.45% 15.4% -7% 21.27% 15.4% -6% 21.09% 15.3% -5% 20.91% 15.3% -4% 20.72% 15.2% -3% 20.54% 15.2% -2%
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This note was uploaded on 02/09/2011 for the course GSB 4346 taught by Professor Sss during the Spring '10 term at De La Salle University.

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CAPMComputation - Asset A Expected Return Std Dev Variance Asset B Expected Return Std Dev Variance Risk Free Std Dev Variance Correlation

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