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18 Jan 2018

You want to create a portfolio equally as risky as the market (i.e, a portfolio with beta equal to 1), and you have $1,000,000 to invest. Given this information, fill in the rest of the following table:

Asset

Investment

Beta

Stock A

$200,000

.70

Stock B

$250,000

1.10

Stock C

1.60

Risk-free asset

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Irving Heathcote
Irving HeathcoteLv2
18 Jan 2018

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