Question
Matt holds the following portfolio: Stock The dollar invested in the stock Beta A 250,000 1.20 B 350,000 0.80 C 200,000 1.50 D 200,000 0.75
Matt holds the following portfolio:
| Stock | The dollar invested in the stock | Beta |
| A | 250,000 | 1.20 |
| B | 350,000 | 0.80 |
| C | 200,000 | 1.50 |
| D | 200,000 | 0.75 |
| Total | 1,000,000 |
|
What is the portfolio's beta?
| 0.80 | ||
| 1.03 | ||
| 1.06 | ||
| 1.20 | ||
| 1.50 |
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Mathematical Control Theory And Finance
Authors: Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria Do Rosário Grossinho
2008th Edition
3540695311, 978-3540695318
