Question
You want to create a portfolio equally as risky as the market, and you have $1,200,000 to invest. Consider the following information: Asset Investment Beta
You want to create a portfolio equally as risky as the market, and you have $1,200,000 to invest. Consider the following information:
Asset Investment Beta
Stock A $ 300,000 0.85
Stock B $ 360,000 1.25
Stock C 1.60
Risk-free asset
What is the investment in Stock C?
What is the investment in risk-free asset?
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Mathematical Control Theory And Finance
Authors: Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria Do Rosário Grossinho
2008th Edition
3540695311, 978-3540695318
