Question
If you have a portfolio with a beta of .6, when the market return increases by 20%, the portfolio return is expect to: A. Decrease
If you have a portfolio with a beta of .6, when the market return increases by 20%, the portfolio return is expect to:
A. Decrease by 6%
B. Increase by 6%
C. Increase by 12%
D. Increase by 19.4%
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Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
12th Edition
1260772160, 978-1260772166
