Question
You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 1.47 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 1.47 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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Financial Management EMEA Theory And Practice
Authors: Michael Ehrhardt, Roland Fox, Eugene Brigham
2nd Edition
1473760216, 9781473760219
