Mrs Jones has invested her savings in an investment fund Omega. Omega’s expected return is 15% and its volatility is 5%. The fund’s asset manager suggests Mrs Jones to purchase new stocks whose expected return is 9% and volatility is 25%. Their correlation with the portfolio Omega amounts to 30%. 1. What is the beta of an asset? 2. Compute the beta of the new stocks 3. As the risk-free interest rate is 2%, would you advise Mrs Jones to buy those new stocks?
Отличный автор и специалист! Мне понравилось работать и общаться с вами, потому что вы ответственный, пунктуальный и очень доброжелательный человек. Конечно, надеюсь на дальнейшее сотрудничество)