cBook

Problem Walk$-$Through

Suppose you are the money manager of a $$5\mathrm{.}02$ million investment fund. The fund consists of four stocks with the following investment and betas:

$\backslash$table$[[$Stock$,$Investment,Beta$],[$A$,$$$360,000,1\mathrm{.}50],[$B$,300,000,(0\mathrm{.}50)$