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A portfolio manager is long the following four Canadian stocks. The following are the market closing prices. B Security Shares Market Price Beta S&P/TSX A
A portfolio manager is long the following four Canadian stocks. The following are the market closing prices. B Security Shares Market Price Beta S&P/TSX A 10,000 $10.00 0.80 $737.00 5,000 $20.00 1.10 Multiplier=200 4,000 $25.00 1.50 Annual Div. 2.86 D 2,500 $40.00 1.80 T-bill Rate 0.95% Your portfolio mimics the performance of the Canadian main index S&P/TSX60. Calculate market value of your portfolio and the beta of your portfolio. Is your portfolio Aggressive, defensive, or neutral? Round your answers to the closed two decimal digits. |
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