6.5. Write out the factor betas, factor equations, and expected returns of the following portfolios: (1) A
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6.5. Write out the factor betas, factor equations, and expected returns of the following portfolios:
(1) A portfolio of the three stocks in exercise 6.3 with $20,000 invested in stock A, $20,000 invested in stock B, and $10,000 invested in stock C.
(2) A portfolio consisting of the portfolio formed in part (1) of this exercise and a $3,000 short position in stock C of exercise 6.3.
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Related Book For 
Financial Markets And Corporate Strategy
ISBN: 9780071157612
2nd Edition
Authors: Mark Grinblatt, Sheridan Titman
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