What is the weighted average beta of the following portfolio? Stock L has a beta of
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What is the weighted average beta of the following portfolio?
• Stock L has a beta of 1.45 and constitutes 10% of the portfolio;
• Stock M has a value of $125,000,with a beta of 0.93;
• While Stock N makes up 40% of the portfolio with a beta of 0.65, and
• Stock O, with a 2.2 beta has a dollar value of $175,000.
a. 1.24.
b. 1.31.
c. 1.54.
d. 1.76
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Related Book For
Fundamentals Of Financial Planning
ISBN: 9781936602094
3rd Edition
Authors: Michael A Dalton, Joseph Gillice
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