Question
A portfolio contains two assets. The first asset represents 25 percent of the portfolio and has a beta of 1.4. If the portfolio beta is
A portfolio contains two assets. The first asset represents 25 percent of the portfolio and has a beta of 1.4. If the portfolio beta is 1.25, what is the beta of the second asset?
1.10
1.36
1.20
1.40
1.27
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Fundamentals Of Corporate Finance
Authors: Richard A. Brealey, Marcus, Alan J, Myers, Stewart C.
2nd Edition
0070074860, 9780070074866
