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You own a stock portfolio invested 26 percent in stock Q, 18 percent in stock R, 44 percent in stock S, and 12 percent in
You own a stock portfolio invested 26 percent in stock Q, 18 percent in stock R, 44 percent in stock S, and 12 percent in stock T. The betas for these four stocks are .95, 1.01, 1.41 and 1.86 respectively
What is the portfolio beta? ( Do NOT round intermediate calculations and round your answer to 2 decimal places)
Portfolio beta? ____________
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The Concepts And Practice Of Mathematical Finance
Authors: Mark S. Joshi
2nd Edition
0521514088, 9780521514088
