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You have an existing portfolio with a beta of 1.5 You add a new investment, with a beta of 1.0 Assuming the existing portfolio becomes
| You have an existing portfolio with a beta of 1.5 | |||||
| You add a new investment, with a beta of 1.0 | |||||
| Assuming the existing portfolio becomes 80% | |||||
| of the entire portfolio, what will be the beta of the new portfolio? | |||||
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Options Futures And Other Derivatives
Authors: John C. Hull
8th Edition
0132164949, 9780132164948
