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Suppose you invest 72%, 12%, and 16% of your wealth into a stock, the market, and a risk-free asset, respectively. The beta of the stock
Suppose you invest 72%, 12%, and 16% of your wealth into a stock, the market, and a risk-free asset, respectively. The beta of the stock is 1.3. What is the beta of the portfolio? Enter your answer rounded to 3 DECIMAL PLACES
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The Dark Side Of Valuation
Authors: Aswath Damodaran
2nd Edition
0137126891, 9780137126897
