Essentials Of Investments
11th Edition
ISBN: 9781260013924
Author: Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher: Mcgraw-hill Education,
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1. calculate the beta of the portfolio below consisting of assets x, y and z. discuss the meaning of the number calculated and include in your answer what type of investor is likely to invest in this portfolio.
Asset |
Weight (Wi) |
Beta (βi) |
X |
0.30 |
0.09 |
Y |
0.50 |
0.90 |
Z |
0.20 |
0.16 |
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