Asset W has an expected return of 13.15 percent and a beta of 1.28. If the risk free rate is 4.53 percent, complete the following table forportfollos of Asset W and a risk-free asset.Note: Leave no cells blank- be certain to enter "0" wherever required. Do not round intermediate calculations. Enter your portfolioexpected return answers as a percent rounded to 2 decimal places, e.g., 32.16. Enter your portfolio beto answers rounded to 3decimal places, e.g. 32.161.Percentage of Portfolio ExpectedPortfolio in Asset WReturn0%255025100125150453 %669%184%11.00%13.15 %15.31%17.46%Portfolio Beta0250064010241.2006057006

The beta of a portfolio is the weighted average beta of the individual assets.

Answered: Asset W has an expected return of 13.15…

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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