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6 - 2 4 . ( Portfolio beta ) Assume you have the following portfolio. STOCK STOCK WEIGHT BETA Apple 3 8 % 1 .

6-24.(Portfolio beta) Assume you have the following portfolio.
STOCK STOCK WEIGHT BETA
Apple 38%1.50
Green Mountain Coffee 15%1.44
Disney 27%1.15
Target 20%1.20
What is the portfolios beta?
4%
12%8%4%4%8%12%
8%
12%
Holding-period returns
Aram Inc.
S&P 500 Index
4%
8%
12%
MyLab

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