Question
a portfolio consists of one risky asset and one risk-free asset. The risky asset has an expected return of 11.2 percent and a beta of
a portfolio consists of one risky asset and one risk-free asset. The risky asset has an expected return of 11.2 percent and a beta of 1.22. The risk free asset has an expected return of 4.2 percent. How much of the portfolio is invested in the risk-free asset if the portfolio beta is .84?
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Cases In Healthcare Finance
Authors: Louis Gapenski
5th Edition
1567936113, 978-1567936117
