Question: What is the portfolio beta based on the information below: Stock Weight Beta A 15% 0.85 B 25% 0.91 C 40% 1.31 D 20% 1.76
What is the portfolio beta based on the information below:
| Stock | Weight | Beta |
| A | 15% | 0.85 |
| B | 25% | 0.91 |
| C | 40% | 1.31 |
| D | 20% | 1.76 |
Using the information above, what is the expected return on the portfolio if the risk free rate is 3.5% and the expected return on the market is 11.2%?
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