Question
Assume you are investing 40% of your money in Stock A, and 60% in Stock B. Betas for Stock A is 1.2, and for Stock
Assume you are investing 40% of your money in Stock A, and 60% in Stock B. Betas for
Stock A is 1.2, and for Stock B is 0.8.
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Probability | Stock A | Stock B |
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0.53 | 13% | 22% |
0.47 | 18% | 10% |
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19. The beta for the portfolio is:
a. 0.96. b. 0.78. c. 1.10. d. 1.20.
20. The standard deviation for the portfolio is:
a. 0.000674. b. 0.025953. c. 0.000623. d. 0.059892.
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Project Finance In Construction
Authors: Tony Merna, Yang Chu, Faisal F. Al-Thani
1st Edition
1444334778, 978-1444334777
