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A portfolio consists of two stocks and has a beta of 1.07. The first stock has a beta of 1.48 and comprises 38 percent of

A portfolio consists of two stocks and has a beta of 1.07. The first stock has a beta of 1.48 and comprises 38 percent of the portfolio. What is the beta of the second stock?

Group of answer choices

.66

1.28

.41

.82

1.35

image text in transcribed

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_ percent and a The following portfolio has an expected return of beta of Security Amount Invested $17,000 12,000 11,000 Expected Return 14.2% 7.8 9.5 Beta .98 1.33 1.07 O 11.16; 1.11 0 11.11; 1.16 0 11.03; 1.28 0 10.99; 1.11 O 10.53; 1.13 A portfolio consists of the following securities. What is the portfolio weight of stock B? PPS stands for price per share. Stock A B # Shares 200 PPS $48 $33 $21. 150 350 O 0.226 O 0 .257 O O .239 O 0.251 O O .240

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