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Author Question: You own two mutual funds, both of which plot on the security market line. Fund A has an expected ... (Read 58 times)

james

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You own two mutual funds, both of which plot on the security market line. Fund A has an expected return of 12% and a beta of 0.8. Fund B has an expected return of 18% and a beta of 1.4. If your portfolio beta is the same as the market portfolio, what proportion of your portfolio is invested in fund A?
◦ wA = 0.25
◦ wA = 0.33
◦ wA = 0.50
◦ wA = 0.67
◦ wA = 0.75


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Marked as best answer by james on Apr 25, 2021

bookworm410

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Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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james

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Reply 2 on: Apr 25, 2021
Great answer, keep it coming :)


Jossy

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Reply 3 on: Yesterday
:D TYSM

 

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