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Please include all steps using EXCEL!!! and Explanations! Consider an investor with the following three asset portfolio: Investment Growth Stocks Real Estate Corporate Bonds Beta
Please include all steps using EXCEL!!! and Explanations!
Consider an investor with the following three asset portfolio: Investment Growth Stocks Real Estate Corporate Bonds Beta 1.50 1.20 0.60 Portfolio Weighting 60% 10% 30% Suppose the investor wanted to sell off his holdings of corporate bonds and rebalance his portfolio by purchasing additional real estate. If his portfolio beta after the rebalancing was 1.35, what is the average beta of the new real estate assets he must purchaseStep by Step Solution
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