Beta U.S. Steel Disney Ford General Electric Monsanto Boeing Union Pacific Alphabet ExxonMobil Amazon con 1.85 1.42 1.31 1.20 1.19 1.01 1.00 0.96 0.94 0.93 0.91 0.90 0.79 0.59 0.51 0.49 0.47 0.26 0.24 0.23 Intel Pfizer Starbucks IBM McDonald's Coca-Cola Campbell Soup Walmart Newmont Mining PG&E Note: Betas are calculated from 5 years of monthly data. 12.2 Self-Test Rosa Rugonis receives a bequest of $1 million and decides to invest it as follows: $200,000 each in Ford, Starbucks, Union Pacific, and IBM, and $100,000 each in Newmont Mining and Walmart. Rosa is, of course, undiversified. But what is her portfolio beta? Use the stock betas in Table 12.1