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{"ops":[{"insert":"Suppose investor "},{"attributes":{"italic":true},"insert":"I "},{"insert":"chooses his \u201cmarket portfolio\u201d to consist of 75% in asset "},{"attributes":{"italic":true},"insert":"A "},{"insert":"and 25% in asset "},{"attributes":{"italic":true},"insert":"B"},{"insert":", whereas investor "},{"attributes":{"italic":true},"insert":"J "},{"insert":"chooses a different \u201cmarket portfolio\u201d with 50% in asset "},{"attributes":{"italic":true},"insert":"A "},{"insert":"and 50% in asset "},{"attributes":{"italic":true},"insert":"B"},{"insert":". Given these facts, what beta will each investor calculate for asset\u00a0"},{"attributes":{"italic":true},"insert":"A? "},{"attributes":{"list":"bullet"},"insert":"\n"},{"insert":" Given your answer to part a, which of the following statement is true and why?\u00a0"},{"attributes":{"list":"bullet"},"insert":"\n"},{"insert":"i. Investor "},{"attributes":{"italic":true},"insert":"I "},{"insert":"will require a higher rate of return on asset "},{"attributes":{"italic":true},"insert":"A "},{"insert":"than will investor "},{"attributes":{"italic":true},"insert":"J"},{"insert":".\u00a0\nii. They both require the same return on asset A.\u00a0\niii. Investor "},{"attributes":{"italic":true},"insert":"J "},{"insert":"will require a higher rate of return on asset "},{"attributes":{"italic":true},"insert":"A "},{"insert":"than will investor "},{"attributes":{"italic":true},"insert":"I"},{"insert":". \nCompute the zero-beta portfolios and the equations for the security market line for each investor where the zero-beta portfolio is the minimum variance portfolio which has zero covariance with the index portfolio. "},{"attributes":{"list":"bullet"},"insert":"\n"}]}

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