Question
Suppose you have $1000 to invest and are using two stocks (A and B) to construct a market-neutral portfolio. Based on your analysis, the weight
Suppose you have $1000 to invest and are using two stocks (A and B) to construct a market-neutral portfolio. Based on your analysis, the weight for A = 37.4 (attention, it is 37.4, not 37.4%), calculate the weight for B. What do those numbers (the two weights) mean?
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Financial Institutions Investments And Management An Introduction
Authors: Herbert B. Mayo
8th Edition
0324178174, 9780324178173
