You have a R1,000portfolio which is invested in shares A and B plus a risk-free asset. R400

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You have a R1,000portfolio which is invested in shares A and B plus a risk-free asset. R400 is invested in share A. Share A has a beta of 1,3and share B has a beta of 0,7. How much needs to be invested in share B if you want a portfolio beta of 0,90?

x = R542,86 = R543

Posted Date: May 18, 2024 07:04 PM

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You have a R1,000portfolio which is invested in shares A and B plus a risk-free asset. R400

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