問題詳情
6. You have a $15,000 portfolio which is invested in Stocks A and B, and a risk-free asset. $6,000 isinvested in Stock A. Stock A has a beta of 1.63 and Stock B has a beta of .95. How much needs to beinvested in Stock B if you want a portfolio beta of 1.10?
(A) $8,998.90
(B) $8.333.33
(C) $7,706.20
(D)$7,073.68
(E) $9,419.27
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