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    ytk1755's Avatar
    ytk1755 Posts: 1, Reputation: 1
    New Member
     
    #1

    Nov 28, 2010, 11:39 AM
    If the simple CAPM is valid, which of the situations in problems 4-10 are possible?
    If the simple CAPM is valid, which of the situations in problems 4-10 are possible?

    Possible
    Not Possible


    4. Portfolio Expected Return Beta

    A 0.20 1.4
    B 0.25 1.2




    5. Portfolio Expected Return Standard Deviation
    A 0.30 .35
    B 0.40 .25



    6. Portfolio Expected Return Standard Deviation
    Risk-Free 0.10 0
    Market 0.18 .24
    A 0.16 .12



    7. Portfolio Expected Return Standard Deviation
    Risk-Free 0.10 0
    Market 0.18 .24
    A 0.20 .22



    8. Portfolio Expected Return Beta
    Risk-Free 0.10 0
    Market 0.18 1.0
    A 0.16 1.5



    9. Portfolio Expected Return Beta
    Risk-Free 0.10 0
    Market 0.18 1.0
    A 0.16 0.9



    10. Portfolio Expected Return Standard Deviation
    Risk-Free 0.10 0
    Market 0.18 .24
    A 0.16 .22


    Curlyben's Avatar
    Curlyben Posts: 18,514, Reputation: 1860
    BossMan
     
    #2

    Nov 28, 2010, 11:53 AM
    Thank you for taking the time to copy your homework to AMHD.
    Please refer to this announcement: https://www.askmehelpdesk.com/financ...-b-u-font.html

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