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treyjames1 treyjames1
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3 years ago
You own two mutual funds. Fund A has an expected return of 12% and a beta of 0.8. Fund B has an expected return of 18% and a beta of 1.4. If your portfolio beta is the same as the market portfolio, what proportion of your portfolio is invested in fund A?

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Textbook 
Corporate Finance Online

Corporate Finance Online


Edition: 2nd
Authors:
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3008730087
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treyjames1 Author
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3 years ago
Thanks
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Yesterday
Good timing, thanks!
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2 hours ago
This calls for a celebration Person Raising Both Hands in Celebration
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