Question
You want to create a portfolio equally as risky as the market, and you have $900,000 to invest. Consider the following information: Asset Investment Beta
You want to create a portfolio equally as risky as the market, and you have $900,000 to invest. Consider the following information:
Asset Investment Beta
Stock A $270,0000 .85
Stock B $135,000 1.15
Stock C 1.40
Risk-free asset
What is the investment in Stock C?
What is the investment in risk-free asset?
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown, Sanford J. Leeds
11th Edition
1305262999, 1305262997, 035726164X, 978-1305262997
