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Suppose your portfolio consists of 15% of Stock Q, 35% of stock R, 30% of stock S, and 20% of stock T. The betas
Suppose your portfolio consists of 15% of Stock Q, 35% of stock R, 30% of stock S, and 20% of stock T. The betas for these four stocks are 0.75, 1.90, 1.38, and 1.16. What is the beta of your portfolio?
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Mathematical Control Theory And Finance
Authors: Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria Do Rosário Grossinho
2008th Edition
3540695311, 978-3540695318
