Portfolio has 3 sotcks (a b and c). A's Beta is 1.4. B's is 0.9 and C is 1.9. 40% money invested in A, 50% in B and 10% in C

a.) what is Beta of portfolio

b.) stnd dev of portfolio is 30% and stand dev market returns is 20%.w ould you consider portfolio to be perfectly diversified why?

Answer rating: 100% (QA)

a To calculate the Beta of the portfolio we need to use the weighted average of the Beta va... View the full answer