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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 1.2 and 1/4 in an asset with beta of 1.8. What is the beta of the investor's overall portfolio?
A. 1.250 B. 1.000 C. 0.950 D. 0.833
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