Question
An investment fund, F, is made up of 30% Asset A and 70% Asset B. An investor creates a portfolio comprising 50% Fund F, and
An investment fund, F, is made up of 30% Asset A and 70% Asset B. An investor creates a portfolio comprising 50% Fund F, and equal amounts of assets C and D. The betas of the assets are:
| Asset | A | B | C | D |
| Beta | 1.2 | 3.1 | 1.8 | 0.3 |
Calculate the beta of this investor's portfolio.
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Crime And Punishment In The Future Internet
Authors: Sanja Milivojevic
1st Edition
036746800X, 978-0367468002
