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Nhat is the beta of a portfolio ABC if 30 percent of the funds are nvested in a risk-free asset, 40 percent in the market
Nhat is the beta of a portfolio ABC if 30 percent of the funds are nvested in a risk-free asset, 40 percent in the market portfolio, and the balance in a risky portfolio that has a beta of 1? The beta of the portfolio ABC is (Note: please retain at least 4 decimal places in your calculations and at least 2 decimal places in the final answer.) You hold four stocks in your portfolio: A, B, C, and D. The portfolio beta is 1.182. Stock A comprises 21% of the dollar value of your holdings and has a beta of 0.73. If you sell all of your investment in A and invest the proceeds in the risk-free asset, what is the beta of your new portfolio? The beta of the new portfolio is (Note: please retain at least 4 decimal places in your calculations and at least 2 decimal places in the final answer.)
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