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3. Berikut adalah portfolio yang dipegang oleh Suzi: (Following is the portfolio held by Suzi)] Stok (Stock] AA BB CC DD Pelaburan (Investment](RM) 175,300 123,320
3. Berikut adalah portfolio yang dipegang oleh Suzi: (Following is the portfolio held by Suzi)] Stok (Stock] AA BB CC DD Pelaburan (Investment](RM) 175,300 123,320 200,530 63,400 Nilai beta utk Stok AA adalah 1.530, Stok BB adalah 0.940, Stok CC adalah 1.390 dan Stok DD adalah 1.000. Suzi bercadang untuk menjual Stok AA dan menggantikannya dengan Stock EE, yang mempunyai beta 0.880. Berapa banyak perubahan portfolio beta? Sila bundarkan jawapan anda kepada 3 titik pepuluhan (The beta value for Stock AA is 1.530, Stock BB is 0.940, Stock CC is 1.390 and Stock DD is 1.000. Suzi plans to sell AA Stock and replace it with EE Stock, which has a beta of 0.880. By how much will the portfolio beta change? Please round your answer to 3 decimal places) (6 markah/ marks) [TOTAL 25 MARKAH / MARKS]
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