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I got $5,200 for T-Bill value but I am lost on how to cal Beta. Please explain so that I am learn how to cal
I got $5,200 for T-Bill value but I am lost on how to cal Beta. Please explain so that I am learn how to cal going forward. Thanks!
5. You have four securities in your portfolio Security A, B, C and a Treasury Bill (Risk- free). The total value of this portfolio now is $76,000. The risk of this portfolio is comparable to the Market risk and therefore this portfolio could be used a proxy for the market. (Hint: Beta of market portfolio is 1) Calculate the beta of Stock C, given the following information and the CAPM? Security Value Beta A $13,800 1.21 B $48,600 1.08 $8,400 ? T-Bill (risk Free)
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