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Your portfolio is comprised of 20% of stock X, 70% of stock Y, and 10% of stock Z. Stock X has a beta of .82,
Your portfolio is comprised of 20% of stock X, 70% of stock Y, and 10% of stock Z. Stock X has a beta of .82, stock Y has a beta of 1.62, and stock Z has a beta of 1.08. What is the beta of your portfolio?
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Pricing And Liquidity Of Complex And Structured Derivatives
Authors: Mathias Schmidt
1st Edition
3319459694, 978-3319459691
