Question
A portfolio is comprised of two stocks, C and D. The expected return of the portfolio is 12%,theexpected return of the market is 10%, andthe
A portfolio is comprised of two stocks, C and D. The expected return of the portfolio is 12%,theexpected return of the market is 10%, andthe risk free rate is 1.5%.Stock Cs beta is 1.2 and Stock D's beta is 0.9. What are the weightings ofStocks C and D in the portfolio?
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Finance For IT Decision Makers
Authors: Michael Blackstaff
1st Edition
3540762329, 978-3540762324
