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4 pts Question 10 If you hold a portfolio made up of the following stocks with the indicated amount of investment: Stock Investment Value Beta

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4 pts Question 10 If you hold a portfolio made up of the following stocks with the indicated amount of investment: Stock Investment Value Beta Stock A 1.5 $3,500 $5,500 $3.000 Stock B Stock C 0.8 1.0 What is the beta of the portfolio? Greater than 1.1 Less than 0.8 because of diversification: Equal to 1 because the portfolio is well-diversified Cannot be calculated without knowing the market risk premium and risk-free rate Between 0.8 and

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