Question: please answer all the questions and also explain! this is a part of my huge grade! thank you Question 3 4 pts 2. One portfolio
please answer all the questions and also explain! this is a part of my huge grade! thank youQuestion 3 4 pts 2. One portfolio has three securities. Stock A accounts for 50% with beta =1, stock B accounts for 10% with beta 50% lower than market beta and stock C accounts for the rest with beta 20% higher than market average. What is the value of market beta? What is the beta for stock B? Which stock has highest systematic risk? (A, B, or C) What is the systematic risk of such portfolio? (keep 2-digit after decimal such as 1.23)
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