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The investor has a portfolio of five companies with a current market value of 1.5 million PLN The value of the first two companies is
The investor has a portfolio of five companies with a current market value of 1.5 million PLN The value of the first two companies is 300,000 PLN each. The share of the next two companies is also equal and they create 50% of the portfolio (in total). The beta coefficients of these companies are as follows: 1.2; 0.8; -0.3; 1.45; 0.5. a) Calculate the B coefficient of this portfolio. b) Is the investor's portfolio a defensive or aggressive one, or are we not able to define the portfolio in this way at all
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