A portfolio created to mimic a risk-free asset.
Thus it has a beta (risk) of zero.
The Standard & Poor’s 500 Stock Index has a beta coefficient of 1. A beta
above 1 is more volatile than the market while a beta below 1 is less volatile.
"zero-beta portfolio." YourDictionary, n.d. Web. 11 October 2018. <http://www.yourdictionary.com/zero-beta-portfolio>.
zero-beta portfolio. (n.d.). Retrieved October 11th, 2018, from http://www.yourdictionary.com/zero-beta-portfolio
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