Question
An investment banker has recommended a $100,000 portfolio containing assets B, D, and F. $30,000 will be invested in asset B, with a beta of
An investment banker has recommended a $100,000 portfolio containing assets B, D, and F. $30,000 will be invested in asset B, with a beta of 1.5; $50,000 will be invested in asset D, with a beta of 2.0; and $20,000 will be invested in asset F, with a beta of 0.5. The beta of the portfolio is _____.
A. 1.55
B. 1.37
C. 1.61
D. 1.43
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Financial Management
Authors: I.M. Pandey
11th Edition
9325982293, 978-9325982291
