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Nelsons portfolio is made up of a and b with


Nelson's portfolio is made up of A and B with characteristics as shown on the following table. The portfolio has 40% in A and the rest in B. The risk free rate is 2.5%.

Investment Return beta alpha

A 4.o% 1.20 -0.5%

B 7.0% 1.50 0.4%

What is the return on Nelson's portfolio?

What is the beta of Nelson's portfolio?

What is the alpha of Nelson's portfolio?

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Financial Management: Nelsons portfolio is made up of a and b with
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