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 | $240,000 | 0.65 |
| Stock B | $480,000 | 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 On Corporate Governance In Financial Institutions
Authors: Christine A. Mallin
1st Edition
1784711780, 978-1784711788
