For questions 1-3 use the information from the following table
$\begin{array} { l c c l }
\text { Security } & \text { Return } & \text { Standard Deviation } & \text { Beta } \
\text { A } & 16 \% & 20 \% & 1.2 \
\text { B } & 12 \% & 25 \% & 0.8 \
\text { Risk-free asset } & 4 \% & 2 ? ? & \text { ??? }
\end{array}$
-What is the value of systematic risk for a portfolio with 2/3 of
the funds invested in A and 1/3 of the funds invested in B?

Question

For questions 1-3 use the information from the following table
$\begin{array} { l c c l } 
\text { Security } & \text { Return } & \text { Standard Deviation } & \text { Beta } \
\text { A } & 16 \% & 20 \% & 1.2 \
\text { B } & 12 \% & 25 \% & 0.8 \
\text { Risk-free asset } & 4 \% & 2 ? ? & \text { ??? }
\end{array}$
-What is the value of systematic risk for a portfolio with 2/3 of
the funds invested in A and 1/3 of the funds invested in B?

Quizplus · Accepted Answer

The Answer of 
For questions 1-3 use the information from the following table
$\begin{array} { l c c l } 
\text { Security } & \text { Return } & \text { Standard Deviation } & \text { Beta } \
\text { A } & 16 \% & 20 \% & 1.2 \
\text { B } & 12 \% & 25 \% & 0.8 \
\text { Risk-free asset } & 4 \% & 2 ? ? & \text { ??? }
\end{array}$
-What is the value of systematic risk for a portfolio with 2/3 of
the funds invested in A and 1/3 of the funds invested in B?

For Questions 1-3 Use the Information from the Following Table