Question
You own portfolio equally invested in three assets - a risk-free asset, stock of A, and stock of B. If stock A has a beta
You own portfolio equally invested in three assets - a risk-free asset, stock of A, and stock of B. If stock A has a beta of 1.25, and the total portfolio is exactly as risky as the market portfolio, what must be the beta of the stock B in your portfolio?
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Entrepreneurial Finance
Authors: Philip J. Adelman, Alan M. Marks
4th Edition
0132434792, 9780132434799
