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You own a stock portfolio invested 25 percent in Stock Q, 20 percent in Stock R, 15 percent in Stock S, and 40 percent in
- You own a stock portfolio invested 25 percent in Stock Q, 20 percent in Stock R, 15 percent in Stock S, and 40 percent in Stock T. The betas for these four stocks are .9, 1.4, 1.1 and 1.8, respectively. What is the portfolio beta?
- You want to create a portfolio equally as risky as the market (i.e, a portfolio with beta equal to 1), and you have $1,000,000 to invest. Given this information, fill in the rest of the following table:
| Asset | Investment | Beta |
| Stock A | $200,000 | .70 |
| Stock B | $250,000 | 1.10 |
| Stock C |
| 1.60 |
| Risk-free asset |
|
|
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Beyond Greed And Fear Understanding Behavioral Finance And The Psychology Of Investing
Authors: Hersh Shefrin
1st Edition
0195161211, 978-0195161212
