Question
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $200,000 1.2 B 200,000 1.5 C 300,000
Quantitative Problem: You are holding a portfolio with the following investments and betas:
Stock Dollar investment Beta
A $200,000 1.2
B 200,000 1.5
C 300,000 0.85
D 300,000 -0.35
Total investment 1,000,000
The market's required return is 11% 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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Health Care Finance And The Mechanics Of Insurance And Reimbursement
Authors: Michael K. Harrington
2nd Edition
1284169030, 978-1284169034
