Question
3) Assume that you formed a portfolio of three stocks X, Y, and Z. The Stock X's beta is 1.5, stock y's beta is 2,
3) Assume that you formed a portfolio of three stocks X, Y, and Z. The Stock X's beta is 1.5, stock y's beta is 2, and stock Z's beta is 0.5. If the weight of your wealth invested in stock X is 0.4, the weight invested in stock Y is 0.2, find the portfolio's beta.
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Handbook Of The Economics Of Finance
Authors: George M. Constantinides, Milton Harris, Rene M. Stulz
1st Edition
044459406X, 978-0444594068
