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in IBM, If you invest 40 percent of your money 30 percent in LUV, and 30 percent in ODP, what is your portfolio's beta? 13.

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in IBM, If you invest 40 percent of your money 30 percent in LUV, and 30 percent in ODP, what is your portfolio's beta? 13. Measuring the Portfolio Beta Using the infor mation from Problem 12, suppose that you instead decide to invest $20,000 in IBM, $30,000 in LUV, and $50,000 in ODP. What is the beta of your portfolio now? 14. Value at Risk Assume that Quitar Co. has a beta of 1.31 a. If you assume that the stock market has a maximum expected loss of -3.2 percent on a daily basis (based on a 95 percent confidence level), what is the maximum daily loss for the Quitar Co. stock? b. If you have $19,000 invested in Quitar Co. stock, what is your maximum daily dollar loss? 15. Value at Risk If your portfolio beta is 0.89 and the stock market has a maximum expected loss of ent on a daily basis, what is the maximum daily loss to your portfolio? er 12. Measuring the Portfolio Beta Assume the fol- lowing information: Beta of IBM 1.31 Beta of LUV = 0.85 Beta of ODP = 0.94 13. Measuring the Portfolio Beta Using the infor- mation from Problem 12, suppose that you instead decide to invest $20,000 in IBM, $30,000 in LUV, and $50,000 in ODP. What is the beta of your portfolio now? 14. Value at Risk Assume that Quitar Co. has a beta of 1.31. u assume that the stock market has a maximum expected loss of-3.2 percent on a daily basis (based on a 95 percent confidence level), what is the maximum daily loss for the Quitar Co. stock? b. If you have $19,000 invested in Quitar Co. stock, what is your maximum daily dollar loss? 15. Value at Risk If your portfolio beta is 0.89 and the stock market has a maximum expected loss of 2.5 percent on a daily basis, what is the maximum daily loss to your portfolio

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