Q700
High portfolio return is 6.5% and low portfolio return is 3.0% then HML portfolio will be
A.
2.16%
B.
9.50%
C.
3.50%
AnswerD.
0.4615 times
Answer: Option C
Solution
Answer: Option C
Solution:
HML Portfolio = High portfolio return - Low portfolio return = 6.5% - 3.00% = 3.5%.