An investor has a portfolio comprised of stock A, which has a beta of 0.60 and an
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An investor has a portfolio comprised of stock A, which has a beta of 0.60 and an expected return of 30%, and Treasury bills, which have an expected return of 1.9%. The portfolio has an expected return of 6.15%. What is the portfolio weight of stock A?
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To find the portfolio weight of stock A wA we can use the formula for the expected return of a portf... View the full answer
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