Question
A$42billion endowment approximateasset allocationasof June30,2022islisted below with estimated stock market betas. AssetClass Weight Est.Beta HedgeFunds 23% 0.3 VentureCapital 21 2.0 LeveredBuyouts 16 2.6 Foreign+U.S.Equity 15
- A $42 billion endowment approximate asset allocation as of June 30, 2022 is listed below with estimated stock market betas.
Asset Class | Weight | Est. Beta |
Hedge Funds | 23% | 0.3 |
Venture Capital | 21 | 2.0 |
Levered Buyouts | 16 | 2.6 |
Foreign + U.S. Equity | 15 | 1.0 |
Real Estate | 10 | 0.4 |
Natural Resources | 3 | 0.2 |
Short Term Bonds | 12 | 0 |
Using the information above, what do you estimate the stock market beta of the portfolio to be?
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The estimated stock market beta of the portfolio is 1101 Here is the ...
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
