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Jonathan has the following portfolio of assets. Asset Proportion of Portfolio Beta A 25% 0.78 B 40% 0.85 C 35% 1.70 What is the beta
Jonathan has the following portfolio of assets.
Asset | Proportion of Portfolio | Beta |
A | 25% | 0.78 |
B | 40% | 0.85 |
C | 35% | 1.70 |
What is the beta of Jonathan's portfolio?
A. 1.08 |
B. 1.11 |
C. 1.13 |
D. 1.15 |
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