Calculate the portfolio beta and then apply sml

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Reference no: EM1310825

玛丽拥有三个股票的投资组合,并有兴趣估计明年的总回报。她对Orange Corp.进行了25,000美元的投资,Orange Corp.的beta为1.3,紫色公司为75,000美元,Beta为0.8和20,000美元的Blue Corp,其Beta为1.45。股市目前返回10.2%,国库券的无风险率为4.6%。她应该期望自己的投资组合有什么回报?计算投资组合β,然后应用SML。

Reference no: EM1310825

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