Question
You hold 20% of your equity in Stock A, 15% of your equity in Stock B, and 65% of your equity in stock C. You
You hold 20% of your equity in Stock A, 15% of your equity in Stock B, and 65% of your equity in stock C. You rebalance and have a new position with 7.5% of your equity in Stock B. Your new position has the same sharpe ratio as your original position. Describe the weights of your new position.
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Financial Markets and Institutions
Authors: Jeff Madura
11th Edition
1133947875, 9781305143005, 1305143000, 978-1133947875
