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20. Your portfolio has a beta of 1.08. The portfolio consists of 20 percent Treasury bills, 45 percent in stock A, and 35 percent in
20. Your portfolio has a beta of 1.08. The portfolio consists of 20 percent Treasury bills, 45 percent in stock A, and 35 percent in stock B. Stock Ahas a risklevel equivalent to that of the overall market. What is the beta of stock B? A) 1.61 B) 1.54 C) .79 D) 1.80 E) 1.25
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International Management Managing Across Borders And Cultures
Authors: Helen Deresky
10th Global Edition
9781292430362
