Find out the beta of stock, Financial Econometrics

Question

Your portfolio has a beta of 1.18. The portfolio consists of 15% U.S. Treasury bills, 30% in stock A, and 55% in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?

Posted Date: 2/15/2013 3:06:59 AM | Location : United States







Related Discussions:- Find out the beta of stock, Assignment Help, Ask Question on Find out the beta of stock, Get Answer, Expert's Help, Find out the beta of stock Discussions

Write discussion on Find out the beta of stock
Your posts are moderated
Related Questions
Pythagoras Jones has just inherited $1,000,000 and wishes to invest this sum in the ?ve funds given below. Fund     Name                                Code               Return

A new capital investment that will cost $2.5 million and will generate perpetual net cash flows of $400,000 a year. Investors could expect to earn 8 percent elsewhere while taking

Q. Calculate ADs working capital cycle? AD, a manufacturing entity, has the following balances at 30 April 2005: Extract from financial statements:      $000 Trade receiv

#Identify at least five key pieces of data you would use in microeconomic decision making on the Web site.

Q. What is Over-capitalisation? Over-capitalisation This is the opposite of over trading. It means a company has a large volume of inventories, cash balances and trade re

You borrowed $547,000 for the purchase of your new home.  This loan carries an annual percentage rate of 4.85 percent. It will be paid off through equal monthly payments including

DX had the following balances in its trial balance at 30 September 2006: Trial balance extract at 30 September 2006 $000    $000 Revenue

Consider a recent merger between two major corporations. Describe the terms of the merger (cash or stock, premium, changes in management / directors, etc.). Explain the motivation

You have been provided with the following information on a fixed-fixed USD-GBP currency swap, thespot exchange rate between USD and GBP, and the USD and GBP yield curves:

Financing Throughout the life of this Company, Dwight is proud of the fact that he has never before required any outside financing--other than his line of credit. The line of