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You want to create a portfolio equally as risky as the market, and you have $1,600,000 to invest. Consider the following information: Asset Investment Beta
| You want to create a portfolio equally as risky as the market, and you have $1,600,000 to invest. Consider the following information: |
| Asset | Investment | Beta |
|---|---|---|
| Stock A | $ 480,000 | 0.65 |
| Stock B | $ 320,000 | 1.25 |
| Stock C | 1.50 | |
| Risk-free asset |
| What is the investment in Stock C? |
| What is the investment in risk-free asset? |
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Handbook Of Experimental Finance
Authors: Sascha Füllbrunn, Ernan Haruvy
1st Edition
1800372329, 978-1800372320
