Question
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 | $320,000 | 0.65 |
| Stock B | $320,000 | 1.15 |
| Stock C | 1.45 | |
| Risk-free asset | ||
| What is the investment in Stock C?
|
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Money Talks Explaining How Money Really Works
Authors: Nina Bandelj ,Frederick F. Wherry ,Viviana A. Zelizer
1st Edition
0691202893, 978-0691202891
