You have three portfolios containing four assets each. The following table specifies the weights assigned to each

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You have three portfolios containing four assets each. The following table specifies the weights assigned to each asset in each of the three portfolios, along with each asset’s beta:

a. Calculate the betas for the three portfolios.
b. Rank the portfolios from the highest risk to the lowest risk according to their betas.

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Fundamentals Of Investing

ISBN: 9780135175217

14th Edition

Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk

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