Question
Consider a portfolio comprised of 4 securities in the following proportions and with the indicated security beta: Security Amount invested Beta Expected Return A $1.5
Consider a portfolio comprised of 4 securities in the following proportions and with the indicated security beta:
| Security | Amount invested | Beta | Expected Return |
| A | $1.5 m | 1.0 | 12% |
| B | $1.0 m | 1.5 | 13.5% |
| C | $2 m | .8 | 9% |
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What is the portfolios expected return?
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Value Investing
Authors: Mike Hartley
1st Edition
979-8864443309
