Question
ABC has $100,000 invested in a 2-stock portfolio. $75,000 is invested in Stock X and the remainder is invested in Stock Y. X's beta is
ABC has $100,000 invested in a 2-stock portfolio. $75,000 is invested in Stock X and the remainder is invested in Stock Y. X's beta is 1.50 and Y's beta is 0.8. What is the portfolio's beta?
| 1. | 0.98 | |
| 2. | 1.44 | |
| 3. | 1.33 | |
| 4. | 1.00 | |
| 5. | 1.39 |
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Investments
Authors: Zvi Bodie, Alan J. Marcus, Alex Kane
6th Edition
0072861789, 9780072861785
