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







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