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Assume that you formed a portfolio of three stocks X, Y, and Z. The Stock X's beta is 1.5, stock y's beta is 2, and
Assume that you formed a portfolio of three stocks X, Y, and Z. The Stock X's beta is 1.5, stock y's beta is 2, and stock Z's beta is 0.5. If the weight of your wealth invested in stock X is 0.4, the weight invested in stock Y is 0.2, find the portfolio's beta.
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Property Finance
Authors: David Isaac
2nd Edition
0333987144, 978-0333987148
