Question
An investor divides her portfolio into four parts, with 1/4 in Treasury bills, 1/4 in a market index, 1/4 in an asset with beta of
An investor divides her portfolio into four parts, with 1/4 in Treasury bills, 1/4 in a market index, 1/4 in an asset with beta of 0.8 and 1/4 in an asset with beta of 2.0. What is the beta of the investor's overall portfolio? A. 0.833 B. 0.950 C. 1.000 D. 1.250
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AS Accounting For AQA
Authors: David Cox,Michael Fardon
2nd Edition
1905777140, 978-1905777143
