Your portfolio has a beta of 1.24. The portfolio consists of 10% U.S. Treasury bills, 55% in
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Question:
Your portfolio has a beta of 1.24. The portfolio consists of 10% U.S. Treasury bills, 55% in stock A, and 35% in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?
A. 0
B. .69
C. 1.00
D. 1.24
E. 1.97
Related Book For
Fundamentals of Investing
ISBN: 978-0133075359
12th edition
Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk
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