A stock has a beta of 1.8 and an expected return of 13 percent. A risk-free asset currently earns 3.2 percent. If a portfolio of the two assets has a beta of 3.6, what are the portfolio weights?(Do not round intermediate calculations. A negative answer should be indicated by a minus sign. Round your answers to the nearest whole number, e.g., 32.)
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here