Question
You would like to combine a risky stock with a beta of 1.54 with U.S. Treasury bills in such a way that the risk level
You would like to combine a risky stock with a beta of 1.54 with U.S. Treasury bills in such a way that the risk level of the portfolio is equivalent to the risk level of the overall market. What percentage of the portfolio should be invested in the risky stock?
70 percent
75 percent
35 percent
50 percent
65 percent
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The Handbook Of Fixed Income Securities
Authors: Frank Fabozzi, Steven Mann
8th Edition
0071768467, 978-0071768467
