Question
Stock A has a beta of 1.5 and the return standard deviation of 25%.Stock B has a beta of 0.9 and the return standard deviation
Stock A has a beta of 1.5 and the return standard deviation of 25%.Stock B has a beta of 0.9 and the return standard deviation of 30%.The correlation between the two stocks is 0.8. You invested 30% of your portfolio into stock A and 70% into stock B.What is the beta of your portfolio?
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New Venture Creation A Framework For Entrepreneurial Start-ups
Authors: Paul Burns
2nd Edition
1352000504, 978-1352000504
