2. 12. Calculating portfolio betas [LO 13.4] You own a portfolio equally invested in a risk-free asset

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2. 12.

Calculating portfolio betas [LO 13.4] You own a portfolio equally invested in a risk-free asset and two shares. If one of the shares has a beta of 1.17 and the total portfolio is equally as risky as the market, what must the beta be for the other shares in your portfolio?

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Fundamentals Of Corporate Finance

ISBN: 9781743768051

8th Edition

Authors: Stephen A. Ross, Rowan Trayler, Charles Koh, Gerhard Hambusch, Kristoffer Glover, Randolph W. Westerfield, Bradford D. Jordan

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