a) Your portfolio contains 12,000 of BMO stock, which has a beta of 1-1 and 18,000 of Lululemon stock, which has a beta of 1.4 what is the beta of your portfolio? 

b) Your portfolio has 50% of its value invested in BMO and the remainder invested in Lululemon. BMO stock has a volatility of 25%, while Lululemon stock has a votalility of 10%. If the correlation between BMO and Lululemon is -0.1, what is the standard deviation of your portfolio?

Answer rating: 100% (QA)

a To calculate the beta of your portfolio you can use the weighted average of the individual stock b... View the full answer