Suppose you have the following investments Security Amount Invested Expected Return Beta A $2,000 5 80 B $4,000 10 95 C $6,000 15 1 10 D $8,000 18 1 40 What is the beta of the portfolio ...

To calculate the beta of the portfolio we need to find the weighted average of the individual betas ...

Suppose you have the following investments: Security Amount Invested Expected Return Beta A $2,000 5% .80 B

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Suppose you have the following investments:

Security	Amount Invested	Expected Return	Beta
A	$2,000	5%	.80
B	$4,000	10%	.95
C	$6,000	15%	1.10
D	$8,000	18%	1.40

What is the beta of the portfolio?

Related Book For answer-question

Intermediate Financial Management

ISBN: 978-1111530266

11th edition

Authors: Eugene F. Brigham, Phillip R. Daves

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Posted Date: Apr 26, 2024 02:45 AM

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Suppose you have the following investments: Security Amount Invested Expected Return Beta A $2,000 5% .80 B

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To calculate the beta of the portfolio we need to find the weighted average of the individual betas ... View the full answer

Intermediate Financial Management

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