Question
You want to create a portfolio equally as risky as the market, and you have $1,000,000 to invest. Consider the following information: Asset Investment Beta
You want to create a portfolio equally as risky as the market, and you have $1,000,000 to invest. Consider the following information:
Asset Investment Beta
Stock A $200,000 0.80
Stock B $250,000 1.20
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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Essentials Of Statistics For Business And Economics
Authors: David Anderson, Thomas Williams, Dennis Sweeney, Jeffrey Cam
7th Edition
9781305081598
