- Suppose You Have A Portfolio That Has 449 In Stock A With A Beta Of 1 25 279 4 In Stock B With A Beta Of 0 94 100 I 1 (29.41 KiB) Viewed 72 times
Suppose you have a portfolio that has $449 in stock A with a beta of 1.25, $279.4 in stock B with a beta of 0.94, $100 i
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Suppose you have a portfolio that has $449 in stock A with a beta of 1.25, $279.4 in stock B with a beta of 0.94, $100 i
Suppose you have a portfolio that has $449 in stock A with a beta of 1.25, $279.4 in stock B with a beta of 0.94, $100 in the market portfolio, and $171.6 in the risk-free asset. You have another $549 to invest. You wish to achieve a beta for your whole portfolio to be 1.20. What is the beta of the added security? The beta of the added security is (Please retain at least 4 decimal places in your calculations and 2 decimal places in the final answer.)