1 answer

Jeanne Lewis is attempting to evaluate two poss ble portfolios consisting of the same five assets...

Question:

Jeanne Lewis is attempting to evaluate two poss ble portfolios consisting of the same five assets but held in different proportions. She is particularly interested in using beta to compare the risk of the portfolios and, in this regard, has gathered the following data a. Cakulale the betas for prfclios A and B b. Compare the risk ot each pcrttolio to the market as well as to cach other Which portolio is more risky? a. The beta at portfolio A | (Round to three decimal places The beta of poB is(Round to three decimal places) b. Portfolio ▼ s sight less nsky than the market (average risk while portfolio ▼ s more risky than he market Porttolo ▼ s return wil move more than porti io ▼ s or曰given ıncrease or decrease in market nsk Select from the drop down Portoliois the more risky portfolio. Salect from the drop down menu.) Data Table (Click on the icon kcaled on the top-ighof the dala lable in order lo copy ts contents into a spreadsheet) Portfolio Weights Asset Asset Beta Portfolio A Portfolio B 1.31 0.71 1 21 14% 26% 13% 12% 35% 32% 8% 23% 16% 21% 100% 0.95 Tolal 100% Enter your answer in each of the answer boxes

Jeanne Lewis is attempting to evaluate two poss ble portfolios consisting of the same five assets but held in different proportions. She is particularly interested in using beta to compare the risk of the portfolios and, in this regard, has gathered the following data a. Cakulale the betas for prfclios A and B b. Compare the risk ot each pcrttolio to the market as well as to cach other Which portolio is more risky? a. The beta at portfolio A | (Round to three decimal places The beta of poB is(Round to three decimal places) b. Portfolio ▼ s sight less nsky than the market (average risk while portfolio ▼ s more risky than he market Porttolo ▼ s return wil move more than porti io ▼ s or曰given ıncrease or decrease in market nsk Select from the drop down Portoliois the more risky portfolio. Salect from the drop down menu.) Data Table (Click on the icon kcaled on the top-ighof the dala lable in order lo copy ts contents into a spreadsheet) Portfolio Weights Asset Asset Beta Portfolio A Portfolio B 1.31 0.71 1 21 14% 26% 13% 12% 35% 32% 8% 23% 16% 21% 100% 0.95 Tolal 100% Enter your answer in each of the answer boxes

Answers

Part10 ,月 14 8 34 03 3.62 23 2S 199916 0.95 3S 산 0 4192 6 32322 3 32 1.2.1 14 2) 9.9S 62一 362

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