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You want to create a portfolio equally as risky as the market, and you have $1,400,000 to invest. Consider the following information: Asset Investment Beta
You want to create a portfolio equally as risky as the market, and you have $1,400,000 to invest. Consider the following information: |
Asset | Investment | Beta |
Stock A | $280,000 | 0.70 |
Stock B | $280,000 | 1.15 |
Stock C | 1.60 | |
Risk-free asset | ||
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