A stock portfolio consists of 9.36 percent Stock A, 61.05 percent Stock B, and the remainder is
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Question:
A stock portfolio consists of 9.36 percent Stock A, 61.05 percent Stock B, and the remainder is invested in Stock C. The security betas are .40, .97, and 1.80 for Stocks A, B, and C, respectively. What is the portfolio beta?
1.06
1.09
1.15
1.18
1.16
Related Book For
Elementary Statistics Picturing the World
ISBN: 978-0321911216
6th edition
Authors: Ron Larson, Betsy Farber
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