Business
Business, 02.07.2019 22:00, fooligan3448

Consider the following two securities x and y. x: return = 20.0%; standard deviation = 20.0%; beta = 1.5 y: return = 10.0%; standard deviation = 30.0%; beta = 1.0 risk-free asset: return = 5.0% using the data, what is the portfolio expected return if you invest 100 percent of your money in x, borrow an amount equal to half of your own investment at the risk-free rate and invest your borrowings in asset x?

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