Question
Consider the following historic information on the market, the risk-free rate (T-Bills) and two mutual funds, Templeton and Fidelity. Templeton Fidelity Market T-Bills Average Return
Consider the following historic information on the market, the risk-free rate (T-Bills) and two mutual funds, Templeton and Fidelity.
Templeton Fidelity Market T-Bills
Average Return 7.21% 4.59% 7.69% 1.90%
Beta 1.40 0.60 1 0
If you had invested 62.04% of your wealth in Fidelity and the remainder in Templeton, then what was your portfolio's beta?
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Handbook Of Hedge Funds
Authors: François-Serge Lhabitant
1st Edition
0470026634, 978-0470026632
