Question
Problem 11-23 Calculating Portfolio Weights [LO 1] Stock J has a beta of 1.22 and an expected return of 13.26 percent, while Stock K has
Problem 11-23 Calculating Portfolio Weights [LO 1]
Stock J has a beta of 1.22 and an expected return of 13.26 percent, while Stock K has a beta of .77 and an expected return of 10.2 percent. You want a portfolio with the same risk as the market. What is the portfolio weight of each stock? (Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.)
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The Ascendancy Of Finance
Authors: Joseph Vogl, Simon Garnett
1st Edition
1509509305, 978-1509509300
