Question
(RiskReturn) An investor currently holds the following portfolio: 8,000 shares of Stock A, worth $15,000; Beta = 1.4 15,000 shares of Stock B, worth $48,000;
(RiskReturn) An investor currently holds the following portfolio:
8,000 shares of Stock A, worth $15,000; Beta = 1.4
15,000 shares of Stock B, worth $48,000; Beta = 1.9
25,000 shares of Stock C, worth $97,000; Beta = 2.4
The investor is worried that the beta of his portfolio is too high, so he wants to sell some stock C and add stock D, which has a beta of 1, to his portfolio.
If the investor wants his portfolio to have a beta of 1.73, he must replace $ Blank 1. Calculate the answer by read surrounding text. 000 stock C with stock D.
Note: Enter the first two digits of your answers. The thousands are already in the answer.
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Bitcoin Technical Innovations From The Trenches
Authors: Sjors Provoost
1st Edition
9090360425, 978-9090360423
