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Q16 1 Point A portfolio contains three assets. The first asset comprises 30% of the portfolio and has a beta of 0.98. The second asset

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Q16 1 Point A portfolio contains three assets. The first asset comprises 30% of the portfolio and has a beta of 0.98. The second asset comprises of 25% and has a beta of 1.26 and the third asset has a beta of 2.38. The portfolio beta is: Choice 1 of 5:1.98 Choice 2 of 5:1.35 Choice 3 of 5:1.68 Choice 4 of 5:1.38 Choice 5 of 5:1.54

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