Question
You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 1.22 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 1.22 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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The Management Of Business Finance
Authors: John Freear
1st Edition
0273014315, 978-0273014317
