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A portfolio is comprised of 35 securities with varying betas. The lowest beta for a individual security is 0.74 and the highest of the security
A portfolio is comprised of 35 securities with varying betas. The lowest beta for a individual security is 0.74 and the highest of the security betas of 1.51. Given this information, you know that the portfolio beta: 1) must be between 0 and 1.0. 2) must be 1.0 because of the large number of securities in the portfolio. 3) will be greater than 0.74 but less than 1.51 . 4) must be less than the market beta
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