Question
A $9,000 portfolio is invested in stocks A and B plus a risk-free asset. $4,500 is invested in stock A. Stock A has a beta
A $9,000 portfolio is invested in stocks A and B plus a risk-free asset. $4,500 is invested in stock A. Stock A has a beta of 1.32 and stock B has a beta of .95. How much needs to be invested in stock B if the goal is to create a portfolio that will mimic the entire market? A. $3,221 B. $2,582 C. $2,945 D. $4,105
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Essentials Of Managerial Finance
Authors: Scott Besley, Eugene F. Brigham
12th Edition
0030258723, 9780030258725
