(Security market line) Drt farkl hisse senedinin her birine eit yatrmlardan oluan bir portfy oluturmay...

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(Security market line) Drt farkl hisse senedinin her birine eit yatrmlardan oluan bir portfy oluturmay dnyorsunuz. Her hisse senedi iin betalar aada bulunur:

Varlk

Beta

A

2.00

B

1.10

C

0.60

D

-1.80

A. nerilen yatrm portfynz iin portfy beta nedir?

B. Piyasada beklenen getiride yzde 25'lik bir art, portfynzn beklenen getirisini nasl etkiler?

C. Piyasada beklenen getiride yzde 25'lik bir d, her bir varln beklenen getirisini nasl etkiler?

D. Portfy dalmnz iki hisse senedinde deitirerek portfynzn betasn drmekle ilgileniyorsanz, hangi hisse senedini azaltr, hangisini arttrrdnz? Neden?

A. D varln azaltmal ve A varln artrmalsnz nk D varlnn beta deeri negatiftir ve A esinin en yksek beta deeri vardr.

B. B varln artrmal ve C varln azaltmalsnz nk varlk B' beta 1'e yakndr ve varlk C'nin beta deeri sfra en yakn olandr.

C. D varln artrmal ve A varln azaltmalsnz nk D varlnn beta deeri negatiftir ve A esinin en yksek beta deeri vardr.

D. A varln artrmal ve D varln azaltmalsnz nk D varlnn beta deeri negatiftir ve A esinin en yksek beta deeri vardr.

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