Question
You are building a portfolio consisting of the IBM stock with a beta of 1.47 and U.S. Treasury bills. If you want the the risk
You are building a portfolio consisting of the IBM stock with a beta of 1.47 and U.S. Treasury bills. If you want the the risk level of the portfolio equal to the risk level of the market portfolio, what percentage of the portfolio should be invested in the IBM stock?
68 percent
60 percent
54 percent
40 percent
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Financial Markets And Institutions
Authors: Jeff Madura
9th Edition
1439038848, 978-1439038840
