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The Amelia Knight investment fund has a total capital of R120 000 invested in t...
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The Amelia Knight investment fund has a total capital of R120 000 invested in three shares:
Shares
|
Return
|
Invested
|
Technological Sector
|
25%
|
R60 000
|
Education Sector
|
13%
|
R30 000
|
Mining Sector
|
20%
|
R30 000
|
The current risk-free rate is 5,5%. Market returns have the following estimated probability distribution for the next period:
Probability
|
Market return
|
0,3
|
–10%
|
0,1
|
14%
|
0,2
|
15%
|
0,4
|
18%
|
What is the beta coefficient of the investment fund?
0%
100%
0%
0%