Author Question: The risk-free rate (for the three-month U.S. Treasury bill) in the United States has varied from ... (Read 69 times)

dakota nelson · **on:** Jul 10, 2018

The risk-free rate (for the three-month U.S. Treasury bill) in the United States has varied from slightly under 1 to a high of 15 in the period from 1950 to 1999.

Indicate whether the statement is true or false.

Question 2

You hold the following portfolio, consisting of Assets A, B and C. What is the portfolio beta?

Asset Return Beta Portfolio Weight
A 10 0.75 0.20
B 12 1.00 0.40
C 14 1.25 0.40

A) 0.75
B) 1.00
C) 1.05
D) 1.15
E) 1.25