Question
An investor divides her portfolio into thirds: one part in T-Bills, one part in a stock with the beta of 0.8 and one part in
An investor divides her portfolio into thirds: one part in T-Bills, one part in a stock with the beta of 0.8 and one part in a stock with the beta of 1.50. What is the beta of the investor's overall portfolio? Beta = ..
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Financial Mathematics
Authors: Cacildo Marques
1st Edition
8741574710, 979-8741574713
