Question
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $200,000 1.25 B 100,000 1.6 C 300,000
Quantitative Problem: You are holding a portfolio with the following investments and betas:
| Stock | Dollar investment | Beta |
| A | $200,000 | 1.25 |
| B | 100,000 | 1.6 |
| C | 300,000 | 0.65 |
| D | 400,000 | -0.15 |
| Total investment | 1,000,000 | |
The market's required return is 9% and the risk-free rate is 5%. What is the portfolio's required return? Round your answer to 3 decimal places. Do not round intermediate calculations. %
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Million Air Exclusive Strategies For Pilots To Build Significant Wealth
Authors: Andy Garrison
1st Edition
1541383095, 978-1541383098
