9) You hold a diversified portfolio consisting of a $10,000 investment in each of 20 different common stocks. The portfolio beta is equal to 1.2. You have decided to sell one of your stocks that has a beta equal to 0.7 for $10,000. You plan to use the proceeds to purchase another stock that has a beta equal to 1.4. What will be the beta of the new portfolio? *

a) 1.165

b) 1.235

c) 1.250

d) 1.284

None of the above

10) Below are the stock returns for the past five years for Glasgow Inc. What was the stocks coefficient of variation during this 5-year period? *

a) 10.80

b) 1.46

c) 15.72

d) 0.69

None of the above