Question
Assume a portfolio is invested 20% in Stock A that has a beta of 1.0, 20% in Stock B that has a beta of 0.8,
Assume a portfolio is invested 20% in Stock A that has a beta of 1.0, 20% in Stock B that has a beta of 0.8, and 60% in Stock C that has a beta of 1.5. What is the portfolio beta?
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Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
6th Edition
0201538997, 978-0201538991
