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    Coefficient of Variation, Beta

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    Part A The market portfolio is assumed to be composed of two securities, Investment X and Y as shown below. Determine based on the information given the Average return, Standard Deviation and Coefficient of Variation. Which is the better investment?

    Year Return X Return Y
    1997 16.5% 17.5%
    1998 14.2% 13.2%
    1999 13.5% 14.5%
    2000 16.1% 15.1%
    2001 12.2% 13.2%
    2002 11.5% 10.5%

    Part B A portfolio consists of five securities with following Beta and Proportions: What is the Beta of the portfolio?
    Asset Beta Proportions
    1 1.35 .1
    2 1.12 .2
    3 1.67 .3
    4 1.04 .2
    5 1.55 .2

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    https://brainmass.com/statistics/coefficient-of-variation/coefficient-of-variation-beta-53689

    Solution Summary

    The solution calculates Average Retuern, Standard Deviation and Coefficient of Variation of Investments and Beta of portfolio

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