Question: use stock data from tidyquant packagein R to answer this questions. Create 5 new portfolios with the following weights Portfolio 1 2 3 4 5
use stock data from tidyquant packagein R to answer this questions. Create 5 new portfolios with the following weights
| Portfolio | 1 | 2 | 3 | 4 | 5 |
| AMZN | 0.25 | 0.4 | 0.1 | 0.2 | 0.5 |
| VMW | 0.25 | 0.2 | 0.5 | 0.1 | 0.1 |
| MSFT | 0.25 | 0.3 | 0.2 | 0.4 | 0.3 |
| AMD | 0.25 | 0.1 | 0.2 | 0.3 | 0.1 |
Which portfolio has the highest beta?
A. Portfolio 3
B. Portfolio 1
C, Portfolio 4
D. Portfolio 5
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
