Question
You want to create a portfolio equally as risky as the market, and you have $800,000 to invest. Consider the following information: Asset Investment Beta
You want to create a portfolio equally as risky as the market, and you have $800,000 to invest. Consider the following information: Asset Investment Beta Stock A $280,000 0.70 Stock B $120,000 1.10 Stock C 1.45 Risk-free asset Required:
(a) What is the investment in Stock C? (Do not round your intermediate calculations.)
(b) What is the investment in risk-free asset? (Do not round your intermediate calculations.)
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Finance And Sustainable Development
Authors: Magdalena Ziolo
1st Edition
0367819767, 978-0367819767
