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Andertaker's portfolio has a beta of 1.12. The portfolio consists of 15.00% Canadian Government Treasury bills, 40.00% in stock A, and the rest in stock
Andertaker's portfolio has a beta of 1.12. The portfolio consists of 15.00% Canadian Government Treasury bills, 40.00% in stock A, and the rest in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B? a) 1.00 b) .69 c) 1.12 d) 0 e) 1.60
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Financial Markets Instruments And Institutions
Authors: Anthony M. Santomero, David Babbel
2nd Edition
0072358688, 9780072358681
