Question
A $4,000 portfolio is invested in stocks A and B plus a risk-free asset (3 different investments). $2,100 is invested in stock A. Stock A
A $4,000 portfolio is invested in stocks A and B plus a risk-free asset (3 different investments). $2,100 is invested in stock A. Stock A has a beta of 1.32 and Stock B has a beta of .95. How much of the remaining $1,900 needs to be invested in stock B if the goal is to create a portfolio that will return the market return?
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Portfolio Performance Measurement And Benchmarking
Authors: Jon Christopherson, David Carino, Wayne Ferson
1st Edition
0071496653, 978-0071496650
