After learning the course, you divide your portfolio into three equal parts (i. e.. equal market value weights), with one part in Treasury bills, one part in a market index, and one part in a mutual fund with beta of 1.32. What is the beta of your overall portfolio?
After learning the course, you divide your portfolio into three equal parts (i. e.. equal market value weights), with one part in Treasury bills, one part in a market index, and one part in a mutual fund with beta of 1.32. What is the beta of your overall portfolio?
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 6P
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After learning the course, you divide your portfolio into three equal parts (i. e.. equal market value weights), with one part in Treasury bills, one part in a market index, and one part in a mutual fund with beta of 1.32. What is the beta of your overall portfolio?
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