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You are going to invest $18,000 equally in a portfolio consisting of Assets Z, D, and W, as follows: Calculate the beta of the portfolio
- You are going to invest $18,000 equally in a portfolio consisting of Assets Z, D, and W, as follows: Calculate the beta of the portfolio containing assets ZDW.
| Asset: | Annual Return: | Probability: | Beta: |
| Z | 10% | 50% | 1.20 |
| D | 8% | 25% | 1.60 |
| W | 16% | 25% | 2.00 |
- 1.60
- 2.40
- 2.00
- 1.50
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Analytical Finance Volume I
Authors: Jan R. M. Röman
1st Edition
3319340263, 978-3319340265
