Answers Homework Chpt 10-32

Answers Homework Chpt 10-32 - 40 Output area Slope of CML...

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Chapter 10 Question 32 Input area: Portoflio E(R) 12% Portfolio standard deviation 18% Risk-free rate 5% Market E(R) 14% Security correlation with market 0.45 Security standard deviation
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Unformatted text preview: 40% Output area: Slope of CML 0.39 Standard deviation of market 18.00% Beta of security 1.00 Security E(R) 14.00%...
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