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Let beta(1) = beta of first asset, beta(2) = beta ofsecond asset, beta (3) = beta of third asset. Then what is the beta of
Let beta(1) = beta of first asset, beta(2) = beta ofsecond asset, beta (3) = beta of third asset. Then what is the beta of a portfolio of assets 1,2, and 3
a. | beta(1)beta(2)beta(3) | |
b. | 1/(beta(1) +beta(2)+beta(3)) | |
c. | beta(1) + beta(2) + beta (3) | |
d. | None of these |
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