Question: You have $ 1 1 4 , 0 0 0 to invest in a portfolio containing Stock X and Stock Y . Your goal is
You have $ to invest in a portfolio containing Stock X and Stock Y Your goal is to create a portfolio that has an expected return of percent. Stock X has an expected return of percent and a beta of and Stock Y has an expected return of percent and a beta of
a How much money will you invest in Stock YDo not round intermediate calculations. A negative answer should be indicated by a minus sign.
b What is the beta of your portfolio? Do not round intermediate calculations and round your answer to decimal places, eg
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