7. Given the returns of stock X, Y, and Z and the return on the market portfolio, find the beta of Stock X for the period 2001-2004?

A. 1.5032

B. 1.6729

C. 1.9078

D. 1.6328

8. What is the beta of Stock Y for the period 2001-2004?

A. 0.9023

B. 0.6636

C. 0.7862

D. 1.2316

9. What is the beta of Stock Z for the period 2001-2004?

A. 1.0631

B. 1.3820

C. 1.5038

D. 1.1286

10. What is the beta of a portfolio that invests 20% on stock X, 30% on Y, and 50% on Z? (Hint: portfolio beta is the weighted average of each individual stock beta in the portfolio)

A. 0.7949

B. 0.9173

C. 1.0134

D. 1.3571

11. What is the beta of a portfolio that invests 50% on stock X, 30% on Y, and 20% on Z?

A. 1.3024

B. 1.4079

C. 1.2287

D. 1.6720

Use the following information for Questions 7-18