Question
Mike Flannery holds the following portfolio: Stock Investment Beta A $150,000 1.40 B $12,500 0.80 C $137,500 1.00 D $75,000 1.20 Total $375,000 What is
Mike Flannery holds the following portfolio:
| Stock | Investment | Beta | ||
| A | $150,000 | 1.40 | ||
| B | $12,500 | 0.80 | ||
| C | $137,500 | 1.00 | ||
| D | $75,000 | 1.20 | ||
| Total | $375,000 |
What is the portfolio's beta? Do not round your intermediate calculations.
Group of answer choices
1.05
1.30
1.23
0.91
1.19
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High Frequency Financial Econometrics
Authors: Yacine Aït Sahalia, Jean Jacod
1st Edition
0691161437, 978-0691161433
