A$42billion endowment approximateasset allocationasof June30,2022islisted below with estimated stock market betas AssetClass Weight Est Beta HedgeFunds 23 0 3 VentureCapital 21 2 0 LeveredBuyouts 16 2 6 Foreign U S Equity 15 1 0 RealEstate 10 0 4 NaturalResources 3 0 2 ShortTerm Bonds 12 0 Using th...

The estimated stock market beta of the portfolio is 1101 Here is the ...

A$42billion endowment approximateasset allocationasof June30,2022islisted below with estimated stock market betas. AssetClass Weight Est.Beta HedgeFunds 23% 0.3

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A $42 billion endowment approximate asset allocation as of June 30, 2022 is listed below with estimated stock market betas.

Asset Class	Weight	Est. Beta
Hedge Funds	23%	0.3
Venture Capital	21	2.0
Levered Buyouts	16	2.6
Foreign + U.S. Equity	15	1.0
Real Estate	10	0.4
Natural Resources	3	0.2
Short Term Bonds	12	0

Using the information above, what do you estimate the stock market beta of the portfolio to be?

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Income Tax Fundamentals 2013

ISBN: 9781285586618

31st Edition

Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill

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Posted Date: Feb 14, 2024 06:15 AM

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A$42billion endowment approximateasset allocationasof June30,2022islisted below with estimated stock market betas. AssetClass Weight Est.Beta HedgeFunds 23% 0.3

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Income Tax Fundamentals 2013

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