A manager holds a diversified portfolio of British stocks worth £5 million. He has short-term fears about the market but feels that it is a sound long-term investment. He is a firm believer in betas, and his portfolio's $\beta$ is equal to 0.8. What are the alternatives open to temporarily reduce the risk on his British portfolio?

Question

Quizplus · Accepted Answer

The Answer of A manager holds a diversified portfolio of British stocks worth £5 million. He has short-term fears about the market but feels that it is a sound long-term investment. He is a firm believer in betas, and his portfolio's $\beta$ is equal to 0.8. What are the alternatives open to temporarily reduce the risk on his British portfolio?

A Manager Holds a Diversified Portfolio of British Stocks Worth β\betaβ

A Manager Holds a Diversified Portfolio of British Stocks Worth $\beta$