Question
You create a portfolio equally invested in 4 securities: A is equally as risky as the market; B is 3 times as risky as A;
You create a portfolio equally invested in 4 securities: A is equally as risky as the market; B is 3 times as risky as A; C is half as risky as the market portfolio; and D is the risk-free security. What is the beta of your portfolio?
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
7th Edition
0324171730, 978-0324171730
