Question
please show work What should be the Beta of a replacement stock if an investor wishes to achieve a portfolio Beta of 1.0 by replacing
please show work
What should be the Beta of a replacement stock if an investor wishes to achieve a portfolio Beta of 1.0 by replacing Stock B in the following equally weighted portfolio: Stock A = .9 Beta; Stock B = 1.1 Beta; Stock C = 1.35 Beta?
| 1.18 Beta | ||
| 1.26 Beta | ||
| 1.00 Beta | ||
| 0.75 Beta |
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The Economics Of Financial Markets
Authors: Roy Bailey
1st Edition
051111415X, 9780511114151
