Question
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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Focus On Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert J. Hughes, Melissa Hart
7th Edition
1265521972, 978-1265521974
