Question
Consider the portfolio of stocks A, B, and C. What is the beta and expected return of the portfolio? Stock weight beta E[R] A 30%
Consider the portfolio of stocks A, B, and C. What is the beta and expected return of the portfolio?
Stock weight beta E[R]
A 30% 1.5 6%
B 25% 1.2 5%
C 45% 0.5 3%
A) Portfolio beta = 1.21 and portfolio E[R] = 4.4%
B) Portfolio beta = 0.98 and portfolio E[R] = 4.4%
C) Portfolio beta = 1.21 and portfolio E[R] = 5.4%
D) Portfolio beta = 0.98 and portfolio E[R] = 5.4%
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The Meaningful Money Handbook
Authors: Pete Matthew
1st Edition
0857196510, 978-0857196514
