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 $137,000 invested in a 3-stock portfolio consisting of stocks A, B and C. The amounts
invested in stocks A and B and their betas are shown in the table below. If the portfolio overall is
market neutral i.e. it's beta is equal to that of the market, what is the beta of stock C?
Item Amount ($) Beta
Stock A ,38,000,1.75
Stock B ,47,000,1.25
-5.04
-2.41
2.41
0.23
-0.23
 Jill Smith has $137,000 invested in a 3-stock portfolio consisting of

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