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Ms. A invests $400,000, $60,000, and $25,000 in stocks X, Y, and Z, respectively. The betas of these stocks are.25, .95, and 1.63, respectively. The
Ms. A invests $400,000, $60,000, and $25,000 in stocks X, Y, and Z, respectively. The betas of these stocks are.25, .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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