Question
Q14 A stock has a beta of 1.27 and an expected return of 12.5 percent. A risk-free asset currently earns 4.15 percent. If a portfolio
Q14
A stock has a beta of 1.27 and an expected return of 12.5 percent. A risk-free asset currently earns 4.15 percent.
If a portfolio of the two assets has a beta of 2.47, what are the portfolio weights?
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The Oxford Handbook Of Computational Economics And Finance
Authors: Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du
1st Edition
0199844372, 978-0199844371
