- Quantitative Problem You Are Holding A Portfolio With The Following Investments And Betas Dollar Investment Beta Stock 1 (37.29 KiB) Viewed 33 times
Quantitative Problem: You are holding a portfolio with the following investments and betas: Dollar investment Beta Stock
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am
Quantitative Problem: You are holding a portfolio with the following investments and betas: Dollar investment Beta Stock
Quantitative Problem: You are holding a portfolio with the following investments and betas: Dollar investment Beta Stock $250,000 150,000 300,000 300,000 A B с D Total investment $1,000,000 The market's required return is 11% and the risk-free rate is 4%. What is the portfolio's required return? Do not round intermediate calculations. Round your answer to three decimal places. % 1.25 1.50 0.75 -0.35