Question: Given the following returns on 3 different days, what appears to be the beta measure for portfolio A? Return - S&P 500 Return Portfolio A

  1. Given the following returns on 3 different days, what appears to be the beta measure for portfolio A?

Return - S&P 500

Return Portfolio A

Return Portfolio B

Day 1

3%

-6%

4.5%

Day 2

-5%

10%

-7.5%

Day 3

12%

-24%

18%

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