题目
题目

COEC_V 371 001 002 2025W1 2025W1 COEC 371 Final Exam Dec 16 - Requires Respondus LockDown Browser

数值题

Assume CAPM holds and that there are only two risky assets, A and B, and one risk-free asset in the market. There are 10 shares of the risky asset A, trading for $7.50. There are 20 shares of the risky asset B, trading for $6.25.  You know that the beta of the risky asset A is four times the beta of the risky asset B, that is, 𝛽 𝐴 = 4 𝛽 𝐵 What is the beta of the risky asset B? Enter your final answer as a number rounded to two decimal places. For example, enter 1.23 if your answer is 1.234, and -1.23 if your answer is -1.234.

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思路分析
We start by identifying the given data and what CAPM implies. In a CAPM framework with two risky assets A and B and a single risk-free asset, the market portfolio comprises all risky assets weighted by their market values. First, cal......Login to view full explanation

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