=+LG 5 E85 You wish to calculate the risk level of your portfolio based on its beta.
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=+LG 5 E8–5 You wish to calculate the risk level of your portfolio based on its beta. The five stocks in the portfolio with their respective weights and betas are shown in the accompanying table. Calculate the beta of your portfolio.
Stock Portfolio weight Beta Alpha 20% 1.15 Centauri 10 0.85 Zen 15 1.60 Wren 20 1.35 Yukos 35 1.85
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Related Book For
Principles Of Managerial Finance
ISBN: 9781292261515
15th Global Edition
Authors: Chad J. Zutter, Scott Smart
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