問題詳情
12. You want a portfolio beta of 1.1. Currently, your portfolio consists of$1,000 invested in Stock A with a beta of 1.4 and $3,000 in Stock B witha beta of 6. You have another $4,000 to invest and want to divide itbetween Stock C with a beta of 1.6 and a risk-free asset. How muchshould you invest in the risk-free asset to obtain your desired beta?
(A)$700
(B)$1,000
(C)$1.250
(D)$500
(E) $300
參考答案
答案：[無官方正解]
難度：計算中-1
書單：沒有書單，新增