Question: Based on the following ex-post data, what is the beta of the portfolio if the portfolio is well-diversified? Standard deviation of the portfolio: 40 Standard

Based on the following ex-post data, what is the beta of

Based on the following ex-post data, what is the beta of the portfolio if the portfolio is well-diversified? Standard deviation of the portfolio: 40 Standard deviation of the market portfolio: .381 Select one: a. 1.15 b. 1.10 c. .95 d. 1.05

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