Question
You manage an equally-weighted portfolio of 2 risky assets A and B with respective betas of 0.5 and 1.6. You anticipate a negative market return
You manage an equally-weighted portfolio of 2 risky assets A and B with respective betas of 0.5 and 1.6. You anticipate a negative market return for next 6 months and decide to change eventually the portfolio composition. Among following choices, which one would be the most rational? Question 10 options: 25% in A and 75% in B. 75% in A and 25% in B. Keep the portfolio as it is. Sell off the portfolio. None of the above
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Financial Market Analysis And Behaviour The Adaptive Preference Hypothesis
Authors: Emil Dinga, Camelia Oprean Stan, Cristina Roxana Tinisescu, Vasile Brctian, Gabriela Mariana Ionescu
1st Edition
1032255161, 1000609731, 9781032255163, 9781000609738
