Question
You want to compile a $1,000 portfolio which will be invested in Stocks A and B plus a risk-free asset. Stock A has a beta
You want to compile a $1,000 portfolio which will be invested in Stocks A and B plus a risk-free asset. Stock A has a beta of 1.2 and Stock B has a beta of .7. If you invest $300 in Stock A and want a portfolio beta of .9, how much should you invest in Stock B?
$700.00
$268.40
300.00
$771.43
$608.15
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Challenging Global Finance
Authors: Elizabeth Friesen
2012th Edition
0230348793, 978-0230348790
