Multiple Choice
You have a €1,000 portfolio which is invested in shares A and B plus a risk-free asset.€400 is invested in shareA.Share A has a beta of 1.3 and share B has a beta of 0.7.How much needs to be
Invested in share B if you want a portfolio beta of 0.90?
A) €0
B) €268
C) €482
D) €543
E) €600
Correct Answer:
Verified
Correct Answer:
Verified
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