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You would like to create a portfolio that is equally invested in a risk-free asset and two stocks. The one stock has a beta of
You would like to create a portfolio that is equally invested in a risk-free asset and two stocks. The one stock has a beta of .80. What does the beta of the second stock have to be if you want the portfolio risk to equal that of the overall market? 1.4 1.6 1.8 2.0 2.2
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Salomon Smith Barney Guide To Mortgage Backed And Asset Backed Securities
Authors: Lakhbir Hayre
1st Edition
0471385875, 978-0471385875
