Question 18 What is the beta of Rio Tinto?

a) 1.494

b) 0.802

c) 1.198

d) 0

term government security. You have been given the following information regarding 3 securities, the market index and a short- RF Rio Tinto (R) Santos (S) Wesfarmer (W) All Ordinaries (RM) ---- Netog (RF) Expected Return 0.11 0.12 0.15 0.13 0.08 Variance-Covariance Matrix R S W RM 0.0121 0.0064 0.0144 0.0137 0.0080 0.0169 0.0121 0.0065 0.0097 0.0081 0 0 0 0 0 NA