Over an 4-month period , the S&P/ASX market index moves from 6200 down to 5800. The dividend yield on the market index is 3% per annum and the riskfree rate of interest is 1.2% per annum. If your share portfolio has a beta of 1.10, what is the percentage change in your portfolio over this 4-month period?

Select one:

-3.84%

-5.45%

-5.83%

-3.92%

-6.45%

-6.04%