Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

3. Berikut adalah portfolio yang dipegang oleh Suzi: (Following is the portfolio held by Suzi)] Stok (Stock] AA BB CC DD Pelaburan (Investment](RM) 175,300 123,320

image text in transcribed

3. Berikut adalah portfolio yang dipegang oleh Suzi: (Following is the portfolio held by Suzi)] Stok (Stock] AA BB CC DD Pelaburan (Investment](RM) 175,300 123,320 200,530 63,400 Nilai beta utk Stok AA adalah 1.530, Stok BB adalah 0.940, Stok CC adalah 1.390 dan Stok DD adalah 1.000. Suzi bercadang untuk menjual Stok AA dan menggantikannya dengan Stock EE, yang mempunyai beta 0.880. Berapa banyak perubahan portfolio beta? Sila bundarkan jawapan anda kepada 3 titik pepuluhan (The beta value for Stock AA is 1.530, Stock BB is 0.940, Stock CC is 1.390 and Stock DD is 1.000. Suzi plans to sell AA Stock and replace it with EE Stock, which has a beta of 0.880. By how much will the portfolio beta change? Please round your answer to 3 decimal places) (6 markah/ marks) [TOTAL 25 MARKAH / MARKS]

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Auditing And Assurance Services

Authors: By David N. Ricchiute

6th Edition

0324024029, 9780324024029

More Books

Students also viewed these Accounting questions

Question

=+22.13. Suppose that of is a semiring containing 2.

Answered: 1 week ago