Question
Jim Angel holds a $200,000 portfolio consisting of the following stocks: Stock Investment Beta A $50,000 0.80 B $50,000 0.80 C $50,000 1.00 D $50,000
Jim Angel holds a $200,000 portfolio consisting of the following stocks:
| Stock | Investment | Beta |
| A | $50,000 | 0.80 |
| B | $50,000 | 0.80 |
| C | $50,000 | 1.00 |
| D | $50,000 | 1.20 |
| Total | $200,000 | |
What is the portfolio's beta?
| 0.817 | ||
| 1.083 | ||
| 0.798 | ||
| 0.732 | ||
| 0.950 |
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Elements Of Financial Risk Management
Authors: Peter Christoffersen
2nd Edition
0128102357, 9780128102350
