Question
Rf=2%, Rm= 10% An equal weighted portfolio of stock X and Rf yields a return of 10% A portfolio of stock Y and Rf with
Rf=2%, Rm= 10%
An equal weighted portfolio of stock X and Rf yields a return of 10%
A portfolio of stock Y and Rf with a 75% investment in stock Y yields a return of 6.5%
What is the market beta of a portfolio if we invest 40%in X, 20% in Y, 20% in Rf and 20% in the market?
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Fundamentals of Investing
Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk
12th edition
978-0133075403, 133075354, 9780133423938, 133075400, 013342393X, 978-0133075359
