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Consider a portfolio with the following four securities, the portfolio beta is (17) To lower down the portfolio beta to 1.5 while keeping other stock
Consider a portfolio with the following four securities, the portfolio beta is (17) To lower down the portfolio beta to 1.5 while keeping other stock weight unchanged (Stock F D), we need to replace part of security A's 0.133 million with T bill. The T bill weight should be . (18) % of the portfolio value
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