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Assume a four-stock portfolio of stocks with following characteristics: Stock Percentage of Total Beta Rate of Return A 21% 2.25 10% B 11% 1.43 -1%
Assume a four-stock portfolio of stocks with following characteristics:
| Stock | Percentage of Total | Beta | Rate of Return |
| A | 21% | 2.25 | 10% |
| B | 11% | 1.43 | -1% |
| C | 6% | 0.68 | 7% |
| D | Please calculate it | 1.39 | 12% |
Calculate the weighted average beta for the portfolio.
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The Bank Credit Analysis Handbook
Authors: Jonathan Golin, Philippe Delhaise
2nd Edition
0470821574, 978-0470821572
