Question
An investment fund, F, is made up of 30% Asset A and 70% Asset B. An investor creates a portfolio comprising 50% Fund F, and
An investment fund, F, is made up of 30% Asset A and 70% Asset B. An investor creates a portfolio comprising 50% Fund F, and equal amounts of assets C and D. The betas of the assets are:
| Asset | A | B | C | D |
| Beta | 1.2 | 3.1 | 1.8 | 0.3 |
Calculate the beta of this investor's portfolio.
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
