Question
Beta of a portfolio. The beta of four stocksP, Q, R, andare 0.58, 0.71, 1.08, and 1.47, respectively. What is the beta of a portfolio
Beta of a portfolio. The beta of four stocksP, Q, R, andare 0.58, 0.71, 1.08,
and 1.47, respectively. What is the beta of a portfolio with the following weights in each asset:
Weight in Stock P Weight in Stock Q Weight in Stock R Weight in Stock S Portfolio 1 25% 25% 25% 25% Portfolio 2 30% 40% 20% 10% Portfolio 3 10% 20% 40% 30%
What is the beta of portfolio 1? round to two decimal places
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
12th Edition
0357442156, 978-0357442159
