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You have a $14,000 portfolio which is invested in stocks A and B, and a risk-free asset. $6,000 is invested in stock A. Stock A
You have a $14,000 portfolio which is invested in stocks A and B, and a risk-free asset. $6,000 is invested in stock A. Stock A has a beta of 1.76 and stock B has a beta of 0.89. How much needs to be invested in stock B if you want a portfolio beta of 1.10?
$2,561.80
$4,706.20
$4,943.82
$5,438.20
$5,633.33
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Municipal Finances A Handbook For Local Governments
Authors: Catherine D. Farvacque-Vitkovic, Mihaly Kopanyi
1st Edition
