C t bills alta inds repo men cv d t bills alta inds

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c. T-Bills Alta Inds. Repo Men CV d. T-Bills Alta Inds. Repo Men Beta 0.00 1.29 -0.86 0.68 1.00 e. Investment SD Investment CV Investment Beta ? 0.0% ? 0.00 ? 0.00 ? 0.0% ? 0.00 ? 0.00 ? 0.0% ? 0.00 ? 0.00 ? 0.0% ? 0.00 ? 0.00 ? 0.0% ? 0.00 ? 0.00 The three risk measures give different rankings because they measure different types of risk. SD measures stand-alone risk, CV measures risk per unit of return and beta measures risk relative to the market. f. Stock Estimated Portfolio Return Alta Inds. 0.00 0.0% Recession 0.00% Repo Men 0.00 0.0% Below Avg. 0.00% Average 0.00% Above Aver 0.00% Boom 0.00% Expect Return 0.0% SD 0.0% 3.30% CV 0.00 Beta 0.00 SD and CV of portfolio are less than individual stocks. Portfolio beta is a weighted average of the betas of the individual stocks. American Foam Market Port. American Foam Market Port. The expected return on a portfolio is simply a weighted average of the expected returns of the individual assets in the portfolio. Portfolio weight Expected Return A B C D E F G H I 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87

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