An existing 100 million portfolio has a beta of 1.5. A new investment of 50 million with

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An existing £100 million portfolio has a beta of 1.5. A new investment of £50 million with a beta of 0.8 is added to this portfolio. What is the new beta of the portfolio?

(A) 1.5

(B) 1.0

(D) 0.7

(E) 1.3

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Portfolio Management In Practice

ISBN: 9780080480084

1st Edition

Authors: Christine Brentani

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Question Posted: May 23, 2024 02:01 AM

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An existing 100 million portfolio has a beta of 1.5. A new investment of 50 million with

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Portfolio Management In Practice

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