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You want to create a portfolio with a Beta of 1,2, and you have 10,000,000 to invest. Given this information, fill in the rest of
You want to create a portfolio with a Beta of 1,2, and you have
10,000,000 to invest. Given this information, fill in the rest of the following table:
Asset | Investment | Beta |
Stock A | 4.000.000 | 0,85 |
Stock B | 1.300.000 | 1,30 |
Stock C |
| 1, 5 |
Risk-free asset |
|
|
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