Question: Let beta(1) = beta of first asset, beta(2) = beta ofsecond asset, beta (3) = beta of third asset. Then what is the beta of

Let beta(1) = beta of first asset, beta(2) = beta ofsecond asset, beta (3) = beta of third asset. Then what is the beta of a portfolio of assets 1,2, and 3

	a.	beta(1)beta(2)beta(3)
	b.	1/(beta(1) +beta(2)+beta(3))
	c.	beta(1) + beta(2) + beta (3)
	d.	None of these

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