I am asking this question followed by the bottom answer.

Question)For the optimal mix with respect to risk you have calculated, determine the beta factor of the company. How do you interpret that new beta?

\f\fExpected return Standard deviat Coefficient of v Model Weight of A Weight of B of Model ion of Model ariation 30% 70% 5.63% 6.82% 121.12% 50% 50% 4.50% 3.67% 81.64% U N 70% 30% 3.37% 0.95% 28.11%