You want to create a portfolio equally as risky as the market and you have $1,300,000 to
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Question:
You want to create a portfolio equally as risky as the market and you have $1,300,000 to invest. Given this information, fill in the rest of the following table:
Shows all the step and formula. Don't round off until you get the answer.
| Asset | Investment | Beta |
| Stock A | 184000 | 0.81 |
| Stock B | 437000 | 1.22 |
| Stock C | 1.65 | |
| Risk-free asset |
Expert Answer:
To create a portfolio equally as risky as the market we need to calculate the weights of each asset ... View the full answer
Related Book For 
Corporate Finance Core Principles and Applications
ISBN: 978-0077905200
3rd edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford
Posted Date:
