subject
Business, 25.08.2021 02:50 koboshy23

Portfolio A has a beta of 1.3 and an expected return of 21%. Portfolio B has a beta of .7 and an expected return of 17%. The risk-free rate of return is 9%. If a hedge fund manager wants to take advantage of an arbitrage opportunity, she should take a short position in portfolio and a long position in portfolio .

ansver
Answers: 3

Another question on Business

question
Business, 21.06.2019 18:10
In a sumif conditional function, what should be the order of terms in the parentheses?
Answers: 1
question
Business, 21.06.2019 23:30
Highland company produces a lightweight backpack that is popular with college students. standard variable costs relating to a single backpack are given below
Answers: 1
question
Business, 22.06.2019 19:00
In north korea, a farmer’s income is the same as a dentist’s income. in a country with a mixed or market economy, the difference between those two professions might be more than 5 times different. how can you explain the fact that individuals doing the same work in different countries do not earn comparable salaries?
Answers: 1
question
Business, 22.06.2019 20:00
Harry is 25 years old with a 1.55 rating factor for his auto insurance. if his annual base premium is $1,012, what is his total premium? $1,568.60 $2,530 $1,582.55 $1,842.25
Answers: 1
You know the right answer?
Portfolio A has a beta of 1.3 and an expected return of 21%. Portfolio B has a beta of .7 and an exp...
Questions
question
Mathematics, 01.02.2021 22:10
question
Mathematics, 01.02.2021 22:10
question
Chemistry, 01.02.2021 22:10