ou want to create a portfolio equally as risky as the market, and you have $900,000 to invest. Consider the following information: Asset Investment Beta Stock A $135,000 0.65 Stock B $270,000 1.35...









ou want to create a portfolio equally as risky as the market, and you have $900,000 to invest. Consider the following information:



































 AssetInvestmentBeta
 Stock A$135,0000.65
 Stock B$270,0001.35
 Stock C1.50
 Risk-free asset









Required:

















(a)
What is the investment in Stock C?(Do not round your intermediate calculations.)
  (Click to select)   $298,500   $167,500   $310,440   $283,575   $286,560


















(b)
What is the investment in risk-free asset?(Do not round your intermediate calculations.)
  (Click to select)   $196,500   $188,640   $204,360   $327,500   $186,675


Jun 07, 2022
SOLUTION.PDF

Get Answer To This Question

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here