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Business, 06.03.2020 23:48 tmrodriguez1

Calculate the existing portfolio’s ( Lyxor ChinaH and Lyxor MSIndia) beta and the new portfolio’s ( Lyxor ChinaH, Lyxor MSIndia, and Lyxor USDJIQ) beta. Assuming a risk-free rate of 2.5% and market risk premium of 5.5%, what the two portfolios’ required returns?

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Calculate the existing portfolio’s ( Lyxor ChinaH and Lyxor MSIndia) beta and the new portfolio’s (...
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