Question
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $250,000 1.35 B 200,000 1.6 C 400,000
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $250,000 1.35 B 200,000 1.6 C 400,000 0.65 D 150,000 -0.35 Total investment 1,000,000 The market's required return is 10% and the risk-free rate is 4%. What is the portfolio's required return? Round your answer to 3 decimal places. Do not round intermediate calculations.
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Financial Trading And Investing
Authors: John Teall
3rd Edition
0323909558, 978-0323909556
