Question
Ms. A invests $400,000, $60,000, and $25,000 in stocks X, Y, and Z, respectively. The betas of these stocks are 0.25, 0.95, and 1.63, respectively.
Ms. A invests $400,000, $60,000, and $25,000 in stocks X, Y, and Z, respectively. The betas of these stocks are 0.25, 0.95, and 1.63, respectively. The market's expected return is 8%, and the risk-free rate is 2%. What is the expected value of Ms. A's investment?
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Investing In Fixed Income Securities Understanding The Bond Market
Authors: Gary Strumeyer
1st Edition
0471465127, 9780471465126
