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Consider a one-period economy. The economy consists of only three assets: a risk-free asset and two risky stocks A and B. At t = 0, the expected returns of stocks A and B are E[RA] = 0:10 and E[RB] = 0:14, and their betas are A = 0:8 and B = 1:2, respectively. Assume that the CAPM holds.
1. What is the risk-free rate?
2. What is the expected return on the market portfolio of risky assets?
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3. What are the weights of stocks A and B in the market portfolio?
4. Suppose the standard deviation of stock B is B = 0:4 and the Sharpe ratio of
the market portfolio is 0.5. Find out 2
A = V ar[RA] and AB = Cov[RA;RB].
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