Question: You have been given the following incomplete data and must complete the table. Each portfolio comprises two different assets. (2 marks each). Beta Asset 1

You have been given the following incomplete data and must complete the table. Each portfolio comprises two different assets. (2 marks each).

Beta Asset 1

Beta Asset 2

Weight in Asset 1

Portfolio Beta

Portfolio 1

0.5

1.5

0.4

a

Portfolio 2

b

0.65

0.5

1.3

Portfolio 3

1.1

1.9

c

2.1

Portfolio 4

1.25

0.8

0.75

d

Portfolio 5

1.3

e

0.2

3

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