Question
A portfolio manager is managing a portfolio of an investor. The investor holds the following stocks: Stock Investment Beta A $ 2,000,000 0.80 B 5,000,000
A portfolio manager is managing a portfolio of an investor. The investor holds the following stocks:
Stock Investment Beta
A $ 2,000,000 0.80
B 5,000,000 1.10
C 3,000,000 1.40
D 5,000,000 x
The portfolios required rate of return is 17 percent. The risk-free rate is 7 percent and return on market is 14 percent. What is the stock Ds estimated beta?
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Financial Ratio Analysis
Authors: Andrew P.C.
1st Edition
1973493381, 978-1973493389
