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John invested the following amounts in three stocks: Security Investment Beta Stock A $600,831 1.87 Stock B $814,148 2.39 Stock C $634,807 1.79 Calculate the
John invested the following amounts in three stocks:
| Security | Investment | Beta |
|---|---|---|
| Stock A | $600,831 | 1.87 |
| Stock B | $814,148 | 2.39 |
| Stock C | $634,807 | 1.79 |
Calculate the beta portfolio. Round the answers to two decimal places.
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Dynamic Asset Allocation With Forwards And Futures
Authors: Abraham Lioui , Patrice Poncet
1st Edition
0387241078,038724106X
