Given the following information (identical to Part A); what is the Beta of your portfolio with...

Given the following information (identical to Part A); what is the Beta of your portfolio with $190,000 in ASX, $120,000 in SPY and $90,000 in Risk-Free?

Annualized Returns
Risk-Free	2.5%
		ASX
	Year	Return

	2017	40.0%
	2018	20.0%
	2019	-30.0%
Today	2020	10.0%

Market Estimates (SPY)
		Recession	Trend	Boom
Probability of Occurance		35%	25%	40%
Return Estimate		-0.23	0.06	0.35

Correlation Coefficient
(AXS, SPY)		0.74530

Solutions

Expert Solution

jeff jeffy answered 1 year ago

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