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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International Finance The Markets And Financial Management Of Multinational Business
Authors: Maurice D. Levi
3rd Edition
0070376875, 978-0070376878
