Académique Documents
Professionnel Documents
Culture Documents
25%
50%
75%
100%
125%
150%
Portfolio
Beta
4
7
10
13
16
19
22
0
0.4
0.8
1.2
1.6
2
2.4
Rf
% of Portfolio Portfolio
in Asset A
Expected
Return
25
20
15
10
5
0
0
4%
1.6
Series1
0.5
1.5
Portfolio Beta ()
2.5