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Portfolio beta calculationSecurity A: 2 . 9 Security B: 1 . 4 Security C: 0 . 8 3 Investor X portfolio:INVESTOR'S PORTFOLIOSecurity A - 6

Portfolio beta calculationSecurity A: 2.9Security B: 1.4Security C: 0.83Investor X portfolio:INVESTOR'S PORTFOLIOSecurity A-60%Security B-30%Security C-10%RESULT: -(2.9*60%)+(1.4*30%)+(0.83*10%)=2.243Portfolio Beta for investor X is 2.243

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