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An investor has three stocks portfolio. Monthly prices of the stocks and market index are the following: T(Month) TMG P&F L&G IPC (market) 0 35
| An investor has three stocks portfolio. Monthly prices of the stocks and market index are the following: | ||||
| T(Month) | TMG | P&F | L&G | IPC (market) |
| 0 | 35 | 45 | 80 | 10000 |
| 1 | 47 | 46 | 83 | 10100 |
| 2 | 53 | 47.5 | 85 | 12000 |
| 3 | 53 | 48 | 90 | 13500 |
| 4 | 55 | 55 | 105 | 15800 |
| The investment in each stocks are the following |
| Stocks i | Investment (Money) |
| TMG | 750000 |
| P&F | 500000 |
| L&G | 250000 |
| What is the beta of the portfolio? |
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The Management Of Business Finance
Authors: John Freear
1st Edition
0273014315, 978-0273014317
