Question: Security Expected Return Beta Standard Deviation of Returns A 2.1 0.50 B 8% 0.25 C 1.5 0.50 Risk-Free 1.5% Market Index 7% Consider a portfolio

Security	Expected Return	Beta	Standard Deviation of Returns
A		2.1	0.50
B	8%		0.25
C		1.5	0.50
Risk-Free	1.5%
Market Index	7%

Consider a portfolio that Contain security C and the Risk-Free Asset. The portfolio weight for the risk-free security is -50% and 150% for security C. What is the beta of this portfolio (round to decimal places)

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