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You currently own the given below portfolio valued at $96,000. Your portfolio includes Stock A, Stock B, and a Risk-Free Asset. You want to have
You currently own the given below portfolio valued at $96,000. Your portfolio includes Stock A, Stock B, and a Risk-Free Asset. You want to have a portfolio that is equally as risky as the market. Given the information below, find the missing values in the table! Asset Value Beta Weights Stock A $26,800 1.55 ? (5) Stock B ? (1) 1.04 ? (6) Risk-Free ? (2) ? (3) ? (7) Portfolio $96,000 ? (4) ? (8) Note: Keep two decimals in all your answers! (1) Value of Stock B = AJ (2) Value of Risk-Free Asset = (3) Beta of Risk-Free Asset = (4) Beta of Portfolio = A (5) Weight of Stock A = (6) Weight of Stock B = (7) Weight of Risk-Free Asset = A (8) Weight of Portfolio =
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