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6 points QUESTION 25 Suppose that the market portfolio consists of three stocks: A, B, and C Stock A is a value stock and its

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6 points QUESTION 25 Suppose that the market portfolio consists of three stocks: A, B, and C Stock A is a value stock and its weight in the market portfolio is 10%. Stock B is a neutral stock and its weight in the market portfolio is 50%. Stock C is a growth stock and its weight in the market portfolio is 40%. Suppose the desired portfolio is 100% equities with a loading of 5% on the value/growth hedge portfolio What are the weights of stocks A, B, and in the desired portfolio? 15% in stock A, 50% in stock B, 35 % in stock C 20% in stock A, 50% in stock B, 50 % in stock C 5% in stock A 50% in stock 8,45 % in stock C 15% in stock A, 40% in stock B, 45 % in stock C

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