Mathematics, 08.07.2019 19:10, pakabigail4796

Assume an economy consists of three types of people. 40% are trend followers, 50% are passive investors that hold the market portfolio, and 10% are informed traders. the portfolio for all informed traders has an alpha of 0.8% and an expected return of 15%. the expected market return is 10% and the risk-free rate is 3%. calculate the beta for the portfolio of the trend followers.

Answers: 2

Show answers

Other questions on the subject: Mathematics

Mathematics, 21.06.2019 15:30, karleebowling316

Consider the system: y = 3x + 5 y = ax + b what values for a and b make the system inconsistent? what values for a and b make the system consistent and dependent? explain

Answers: 1

continue

Mathematics, 21.06.2019 19:00, ethangeibel93

In a class, there are 12 girls. if the ratio of boys to girls is 5: 4 how many boys are there in the class

Answers: 1

continue

Mathematics, 21.06.2019 21:00, jennybee12331

Louis wants to carpet the rectangular floor of his basement the basement has an area of 864 square feet the width of the basement is 2/3 its length what is the length of lewis's basement

Answers: 2

continue

Mathematics, 22.06.2019 00:30, andy963936

The measures of two supplementary angles are (2x + 10)° and (8x + 10)°. what is the measure of the larger angle? a. 16° b. 44° c. 14° d. 138°

Answers: 2

continue

Do you know the correct answer?

Assume an economy consists of three types of people. 40% are trend followers, 50% are passive invest...