Question
You have $250,000 to invest in a portfolio containing Stock X and Stock Y . Your goal is to create a portfolio that has an
| You have $250,000 to invest in a portfolio containing Stock X and Stock Y. Your goal is to create a portfolio that has an expected return of 14.52 percent. Stock X has an expected return of 12.48 percent and a beta of 1.32, and Stock Y has an expected return of 8.45 percent and a beta of .70. |
| How much money will you invest in stock Y? |
| What is the beta of your portfolio? |
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Empirical Finance
Authors: Sardar M. N. Islam, Sethapong Watanapalachaikul
1st Edition
3790815519, 978-3790815511
