Question
You have a $15,000 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 $15,000 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 1.20?
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Private Debt Yield Safety And The Emergence Of Alternative Lending
Authors: Stephen L. Nesbitt
2nd Edition
1119944392, 978-1119944393
