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A stock has a beta of 1.15 and an expected return of 13 percent. A risk-free asset currently earns 2.8 percent. If a portfolio of
A stock has a beta of 1.15 and an expected return of 13 percent. A risk-free asset currently earns 2.8 percent. If a portfolio of the two assets has a beta of .92, what are the portfolio weights?
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Advances In Finance Investment And Banking Derivatives Regulation And Banking
Authors: Barry Schachter
1st Edition
0444820736, 9780444820730
