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Beta of a portfolio. The beta of four stocks -- G, H, I, and J -- 0.42, 0.72, 1.01, and 1.56, respectively. What is the
Beta of a portfolio. The beta of four stocks -- G, H, I, and J -- 0.42, 0.72, 1.01, and 1.56, respectively. What is the beta of a portfolio with the following weights in each asset?
Weight in Stock G | Weight in Stock H | Weight in Stock I | Weight in Stock J |
| |||||
Portfolio 1 | 25% | 25% | 25% | 25% | |||||
Portfolio 2 | 30% | 40% | 20% | 10% | |||||
Portfolio 3 | 10% | 20% | 40% | 30% |
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