Question
You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 1.3 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 1.3 and the total portfolio is equally as risky as the market.
| Required: |
| What must the beta be for the other stock in your portfolio? |
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Analysis For Financial Management
Authors: Robert C Higgins
8th International Edition
0071257063, 9780071257060
