Question
You have a $1,000 portfolio which is invested in stocks A and B plus a risk-free asset. $300 is invested in stock A. Stock A
You have a $1,000 portfolio which is invested in stocks A and B plus a risk-free asset. $300 is invested in stock A. Stock A has a beta of 1.2 and stock B has a beta of 0.7. How much needs to be invested in stock B if you want a portfolio beta of 0.8?
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Governing Global Finance
Authors: Michele Fratianni, Paolo Savona
1st Edition
1138742147, 978-1138742147
