Question
Bruce Niendorf holds the following portfolio: Stock Investment Beta A $150,000 1.40 B 50,0000.80 C 100,000 1.00 D 75,000 1.20 Total $375,000 Bruce plans to
Bruce Niendorf holds the following portfolio: Stock Investment Beta A $150,000 1.40 B 50,0000.80 C 100,000 1.00 D 75,000 1.20 Total $375,000 Bruce plans to sell Stock A and replace it with Stock E, which has a beta of 0.75. By how much will the portfolio beta change?
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Enron And World Finance A Case Study In Ethics
Authors: P. Dembinski, C. Lager, A. Cornford, J. Bonvin
1st Edition
1403947635, 978-1403947635
