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C The beta of your portfolio is (Round to two decimal places.) EJH has a beta of 1.2, CSH has a beta of 0.6,
C The beta of your portfolio is (Round to two decimal places.) EJH has a beta of 1.2, CSH has a beta of 0.6, and KMS has a beta of 1.1. If you put 26% of your money in EJH, 17% in CSH, and 57% in KMS, what is the beta of your portfolio?
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Derivatives Markets
Authors: Rober L. Macdonald
4th edition
321543084, 978-0321543080
