Question: Jill Smith has $ 1 3 7 , 0 0 0 invested in a 3 - stock portfolio consisting of stocks A , B and
Jill Smith has $ invested in a stock portfolio consisting of stocks A B and C The amounts
invested in stocks A and and their betas are shown in the table below. If the portfolio overall is
market neutral ie it's beta is equal to that of the market, what is the beta of stock
Item Amount $ Beta
Stock A
Stock B
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