Question
Consider a portfolio made up of two risky assets and a risk-free asset. You invest 30% in asset A with a beta of 1.25 and
Consider a portfolio made up of two risky assets and a risk-free asset. You invest 30% in asset A with a beta of 1.25 and 40% in asset B with a beta of 1.05. What is the beta of the portfolio?
Select one: a. 1.12 b. 1.03 c. 0.80 d. 0.96 e. 1.20
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Gapenskis Cases In Healthcare Finance
Authors: George H. Pink
6th Edition
1567939651, 978-1567939651
