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Suppose a portfolio is invested 60% in Asset A and 40% in Asset B. Asset A has a beta of 1.5 and the portfolio has
Suppose a portfolio is invested 60% in Asset A and 40% in Asset B. Asset A has a beta of 1.5 and the portfolio has a beta of 1.2.
What is the beta of Asset B?
BetaAsset B=
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Business Forecasting
Authors: John E. Hanke, Dean Wichern
9th edition
132301202, 978-0132301206
