Question
You wish to create a portfolio that is equally as risky as the market and you have $250,000 to invest. You will invest 20% of
You wish to create a portfolio that is equally as risky as the market and you have $250,000 to invest. You will invest 20% of your money into stock A and stock A has a beta of 1.95. You will invest $100,000 into stock B and stock B has a beta of 1.20. You will also make an investment into stock C and stock D. Stock C has a beta of 0.50 and stock D has a beta of 0.1. How much must you invest into stock C and stock D, respectively?
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The Almanack Of Stanley Druckenmiller From Over 40 Years Of Investing Wisdom With Quantum Fund And Duquesne Capital Management
Authors: Rui Zhi Dong
1st Edition
B0B3NV2H9M, 979-8850611453
