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Assuming you wanted a portfolio and its risk level is equal to the market risk with beta of 1. Assuming you have RM2 million dollars,
Assuming you wanted a portfolio and its risk level is equal to the market risk with beta of 1. Assuming you have RM2 million dollars, how much should you invest in:
stock | K | L | M | Risk-free Asset |
Beta | 0.8 | 1.13 | 1.29 | 0 |
Amount | $370,000 | $640,000 | ?? | ?? |
Required :
1) Stock M
2) Risk Free Asset
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