Question
Your portfolio has a beta of 0.80. The portfolio consists of 30 percent Treasury bills, 50 percent stock A, and 20 percent stock B. Stock
Your portfolio has a beta of 0.80. The portfolio consists of 30 percent Treasury bills, 50 percent stock A, and 20 percent stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?
notes: show all your calculation i don't want from excel program i want hand written with all steps
please
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International Financial Management
Authors: Cheol S. Eun, Bruce G.Resnick
6th Edition
71316973, 978-0071316972, 78034655, 978-0078034657
