Question
You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 0.95 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 0.95 and the total portfolio is equally as risky as the market, what must the beta be for the other stock in your portfolio?
Multiple Choice
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2.05
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1.05
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2.15
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1.95
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1.10
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Multinational Finance
Authors: Kirt C. Butler
3rd Edition
0324177453, 978-0324177459
