Question
Stock W has a beta of 1.4, Stock X has a beta of 0.59, Stock Y has a beta of 0.4,and stock Z has a
Stock W has a beta of 1.4, Stock X has a beta of 0.59, Stock Y has a beta of 0.4,and stock Z has a beta of -0.04. If you have a portfolio which contains equal proportions of these four stocks, what is the portfolio beta (to two decimal places) ?
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
8th Edition
0324259700, 978-0324259704
