Homework answers / question archive / Calculating the beta of a portfolio that mixes the risk-free asset and the market portfolio, using the security market line (SML) 6

Calculating the beta of a portfolio that mixes the risk-free asset and the market portfolio, using the security market line (SML) 6

Finance

Share With

Calculating the beta of a portfolio that mixes the risk-free asset and the market portfolio, using the security market line (SML) 6.2% What is the beta of a portfolio with an expected return 10.5% if the T-bill yield is and the market risk premium is 8.3% T-bill rate= 6.2% Market risk premium= 8.3% E(Rp)= 10.5% Portfolio beta-