Question
What is the beta of a risk free asset? If you put 35% of a portfolio's funds in a risk free asset with return of
What is the beta of a risk free asset?
If you put 35% of a portfolio's funds in a risk free asset with return of 3.5% and invest the rest in a risky asset with return of 11%, with beta of 1.15, what is your portfolio beta and return?
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Handbook Of Environmental And Sustainable Finance
Authors: Vikash Ramiah, Greg N. Gregoriou
1st Edition
012803615X, 978-0128036150
