Question
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $200,000 1.3 B 100,000 1.5 C 400,000
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta A $200,000 1.3 B 100,000 1.5 C 400,000 0.8 D 300,000 -0.25 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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International Finance
Authors: Keith Pilbeam
2nd Edition
0333730976, 978-0333730973
