Question
You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.32 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 1.32 and the total portfolio is equally as risky as the market, what must the beta be fore the other stock in your portfolio ?
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Financial Markets And Institutions A Modern Perspective
Authors: Anthony Saunders, Marcia Millon Cornett, Marcia Cornett
2nd Edition
007294109X, 978-0072941098
