Question
You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.59 and the
You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.59 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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A First Course in Quantitative Finance
Authors: Thomas Mazzoni
1st edition
9781108411431, 978-1108419574
