Firm Portfolio Weight Volatility Correlation w/ Market Portfolio ...
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Finance
| Firm | Portfolio Weight | Volatility | Correlation w/ Market Portfolio |
| Taggart Transcontinental | 0.25 | 14% | 0.7 |
| Wyatt Oil | 0.35 | 18% | 0.6 |
| Rearden Metal | 0.40 | 15% | 0.5 |
The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk-free rate of interest is 4%.
- What is the beta for Wyatt Oil?
- What is the beta for the market?
- What is the expected return for Wyatt Oil?
- What is the sharp ratio for Wyatt Oil?
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