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Author Question: You own two mutual funds. Fund A has an expected return of 12% and a beta of 0.8. Fund B has an ... (Read 55 times)

ahriuashd

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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?
◦ 1/4
◦ 1/3
◦ 1/2
◦ 2/3
◦ 3/4


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Marked as best answer by ahriuashd on Apr 25, 2021

kishoreddi

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ahriuashd

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Reply 2 on: Apr 25, 2021
YES! Correct, THANKS for helping me on my review


scikid

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Reply 3 on: Yesterday
Wow, this really help

 

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