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11.7 A) 1.008 B) 1.014 C) 1.038 D) 1.067 E) 1.127 What is the beta of a portfolio comprised of the following securities? Amount Security

11.7

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A) 1.008

B) 1.014

C) 1.038

D) 1.067

E) 1.127

What is the beta of a portfolio comprised of the following securities? Amount Security Amount Security Stock Invested Beta $2.000 1.20 B $3,000 1.46 $5,000 72

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