A stock has a beta of 1.48 and an expected return of 17.3 percent. A risk-free asset currently earns 4.6 percent. If a portfolio of the two assets has a beta of .98, then the weight of the stock must be and the risk-free weight must be .

66% ; 34%

Explanation:

From the question, the following can be derived:

The stock beta value = 1.48

The stock expected return = 17.3%

The risk free asset return = 4.6%

The portfolio beta = 0.98

The risk free asset beta value = 0

Let the weight of the stock be represented as x

Hence, the risk free weight = 1 - x

portfolio beta = (stock weight × beta) + (risk free weight × beta)

0.98 = (x × 1.48)+[(1-X) × 0]

0.98 = 1.48x + 0

1.48x = 0.98

To get x, divide through by 1.48

x = 0.98/1.48

x = 0.66

x = 66%

Therefore, the risk free weight will be:

= 1 - 0.66

= 0.34

= 34%

answer; ///(d); determining who competes most closely   with whom evaluating whether industry driving forces and competitive pressure favor some strategic groups and hurt others, and ascertaining whether the profit potential of different strategic groups varies due to the strengths and weaknesses in each groups respective market positions;

the answer is "b.the increased supply will create a surplus. "

the essential thought behind price controls is straightforward - utilize the power of law to modify the equilibrium of a market. for instance, the legislature may choose that the steel business needs to survive, and in this way pass a law to set a value floor on steel. this implies all steel sold must offer at or over the floor value, which must be set over the equilibrium cost for it to have any impact. the switch could likewise happen - the administration can choose that steel is excessively costly and set a value roof underneath its equilibrium value, with the goal that all steel must be sold at or beneath that ceiling.