Question
As the Finance Director of a large charity, you have $1,000,000 to invest in two stocks: Security Beta Expected Return Andropov Holdings 1.75 0.168 Brezhnev
As the Finance Director of a large charity, you have $1,000,000 to invest in two stocks:
| Security | Beta | Expected Return |
| Andropov Holdings | 1.75 | 0.168 |
| Brezhnev Industries | 0.89 | 0.109 |
Your investment goal is to create a portfolio from these two stocks with an expected return of 14%. How much will you invest in each stock? What is the Beta of the portfolio? With regards to risk as measured by Beta, how does this portfolio compare to the market portfolio?
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Understanding Decentralized Finance How DeFi Is Changing The Future Of Money
Authors: Rhian Lewis
1st Edition
1398609390, 978-1398609396
