Question
A stock has a beta of 1.29 and an expected return of 12.7 percent. A risk-free asset currently earns 4.25 percent. Required: If a portfolio
A stock has a beta of 1.29 and an expected return of 12.7 percent. A risk-free asset currently earns 4.25 percent.
Required:
If a portfolio of the two assets has a beta of 0.89, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 4 decimal places (e.g., 32.1616).) Weight of the stock 31.01 Weight of the risk-free asset 68.99
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The ACT Guide To Ethical Conflicts In Finance
Authors: Andreas Prindl, Bimal Prodhan
1st Edition
1855732564, 978-1855732568
