Question
Your portfolio has a beta of 1.29. The portfolio consists of 16 percent U.S. Treasury bills, 30 percent in stock A, and 54 percent in
Your portfolio has a beta of 1.29. The portfolio consists of 16 percent U.S. Treasury bills, 30 percent in stock A, and 54 percent in 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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Advanced Finance
Authors: Michael Fardon
1st Edition
1872962319, 1872962173, 978-1872962313, 978-1872962177
