Question
John invested in the following amounts in three stocks Security Investment Beta Stock A $562,900 1.20 Stock B $748,170 1.54 Stock C $361,712 2.03 Calculate
John invested in the following amounts in three stocks
Security Investment Beta
Stock A $562,900 1.20
Stock B $748,170 1.54
Stock C $361,712 2.03
Calculate the beta portfolio
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
