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you want your portfolio beta to be 0.95. currently, your portfolio consists of $4000 invested in stock A with a beta of 1.47 and $3000
you want your portfolio beta to be 0.95. currently, your portfolio consists of $4000 invested in stock A with a beta of 1.47 and $3000 in stock B with a beta of 0.54. You have another $9000 to invest and want to divide it between an asset with a beta of 1.74 and a risk free asset. how much should you invest in the risk free asset?
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Financial Intelligence For IT Professionals
Authors: Karen Berman, Joe Knight, John Case
1st Edition
1422119149, 9781422119143
