Business & Finance Assignment | Custom Assignment Help
October 29th, 2019
Suppose the risk-free interest rate is 4% and the market portfolio has an expected return of 10% and a volatility of 16%. Star plc stock has a 30% volatility and a correlation with the market of 0.6. You want to create a portfolio consisting of shares in Star plc plus a risk-free asset. You would like this portfolio to have the same beta as the market. What proportion of your money should you invest in each asset?Get business finance assignment homework help today
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