How much should you invest in stocks A and B

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Question - You are considering to create a portfolio out of three assets: government treasury bills, Stock A with a beta of .8, and Stock B with a beta of 1.5. You are planning to invest 10% of your funds in T-bills. How much in % should you invest in stocks A and B, in order to make the portfolio as risky as the overall market?

Reference no: EM132890451

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