Question
You own a portfolio that has a total value of $225,000 and it is invested in Stock D with a beta of .84 and Stock
You own a portfolio that has a total value of $225,000 and it is invested in Stock D with a beta of .84 and Stock E with a beta of 1.41. The beta of your portfolio is equal to the market beta. What is the dollar amount of your investment in Stock D?
$55,263.16
$161,842.11
$31,579.37
$63,157.89
$47,368.63
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Fundamentals Of Futures And Options Markets
Authors: John C. Hull
5th Edition
0131445650, 9780131445659
