Question
Glay has a 20,000 portfolio which is invested in stocks x and y and a risk FREE asset. 8,000$ is invested in stock x. Stock
Glay has a 20,000 portfolio which is invested in stocks x and y and a risk FREE asset. 8,000$ is invested in stock x. Stock x has a beta of 1.50 and stock y has a beta of 0.80. How much needs to be invested in stock y if Glay wants a portfolio with a risk level equivalent to that of the over all market?
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Financial Management In The Public Sector Tools Applications And Cases
Authors: Xiaohu Wang
1st Edition
0765616785, 9780765616784
