Question
You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 1.21 and the total
You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 1.21 and the total portfolio is equally as risky as the market. What must the beta be for the other stock in your portfolio?
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The Handbook Of Credit Portfolio Management
Authors: Greg Gregoriou, Christian Hoppe
1st Edition
0071598340, 978-0071598347
