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Your portfolio has a beta of 1.05. The portfolio consists of 30 percent Treasury bills, 50 percent stock A, and 20 percent stock B. Stock
Your portfolio has a beta of 1.05. 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?
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Financial Markets and Institutions
Authors: Jeff Madura
11th Edition
1133947875, 9781305143005, 1305143000, 978-1133947875
