Question: Using the data from Table 8.3, what is the beta for a portfolio with two-thirds of the funds invested in X and one-third invested in

 Using the data from Table 8.3, what is the beta for

Using the data from Table 8.3, what is the beta for a portfolio with two-thirds of the funds invested in X and one-third invested in Y?

A. 1.33

B. 1.17

C. 1.67

D. 0.88

Table 8.3 Consider the following two securities X and Y. Security Expected Return Standard Deviation Beta X 12.5% Y 10.0% Risk - free asset 20.0% 30.0% 1.5 1.0 5.0%

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