Question
You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.63 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 1.63 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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Forecasting Methods And Applications
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
3rd Edition
0471532339, 9780471532330
