Question
You own a stock portfolio invested 28 percent in Stock Q, 16 percent in Stock R, 42 percent in Stock S, and 14 percent in
You own a stock portfolio invested 28 percent in Stock Q, 16 percent in Stock R, 42 percent in Stock S, and 14 percent in Stock T. The betas for these four stocks are .97, 1.03, 1.43, and 1.88, respectively. What is the portfolio beta? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Portfolio beta
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Handbook Of Asset And Liability Management Volume 2
Authors: S. A. Zenios, W. T. Ziemba
1st Edition
0444528024, 978-0444528025
