Question
Susan is expecting the returns on the market portfolio to be negative in the near term. Since she is managing a stock mutual fund, she
Susan is expecting the returns on the market portfolio to be negative in the near term. Since she is managing a stock mutual fund, she must remain invested in a portfolio of stocks. However, she is allowed to adjust the beta of her portfolio.
Required:
What kind of beta would you recommend for Susans portfolio?
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee
1st Edition
1607962233, 978-1607962236
