An investor has $1000 initial wealth for investment and he borrows another $1000 at the risk free rate. He then invest the entire total amount of $2000 in the market portfolio. What is his portfolio beta? 00 +1.0

An investor has $1000 initial wealth for investment and he borrows another $1000 at the risk free rate. He then invest the entire total amount of $2000 in the market portfolio. What is his portfolio beta? 00 +1.0

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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