Elsi is a risk-averse investor. She has invested 60% of her investment in share A and all the remainder in share B. Below are projections for the shares as well as the market. A B Market Expected...

Elsi is a risk-averse investor. She has invested 60% of her investment in share A and all the remainder in share B. Below are projections for the shares as well as the market.

	A	B	Market
Expected return (%)	10	30	20
Standard deviation (%)	40	70	30

Correlations
A	1
B	0.2	1
Market	0.3	0.68	1

Calculate the beta of A and B.

Jun 10, 2022

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