Question
Refer to the figure below. If Y is portfolio comprises of X and market portfolio with weights -1.5 and 2.5, respectively, what is the beta
Refer to the figure below. If Y is portfolio comprises of X and market portfolio with weights -1.5 and 2.5, respectively, what is the beta of portfolio Y under CAPM?
Beta of portfolio Y = (to the nearest 1 decimal place)
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Global Corporate Finance A Focused Approach
Authors: Kenneth A. Kim
1st Edition
9814335827, 9789814335829
