EvilPerson6399 EvilPerson6399

21-10-2022
Business

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you have a $1,000 portfolio which is invested in stocks a and b plus a risk-free asset. $400 is invested in stock a. stock a has a beta of 1.3 and stock b has a beta of .7. how much needs to be invested in stock b if you want a portfolio beta of .90?

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