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Security Amount Invested Expected Return Beta X 17,000 14.2% 0.98 Y 12,000 7.8% 1.33 Z 11,000 9.5% 1.07 The following portfolio has an expected return
| Security Amount | Invested | Expected Return Beta | |
| X | 17,000 | 14.2% | 0.98 |
| Y | 12,000 | 7.8% | 1.33 |
| Z | 11,000 | 9.5% | 1.07 |
The following portfolio has an expected return of ________ percent and a beta of ________.
A. 10.99; 1.11
B. 10.53; 1.13
C. 11.03; 1.28
D. 11.16; 1.11
E. 11.11; 1.16
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Research Methods Statistics and Applications
Authors: Kathrynn A. Adams, Eva Marie K. Lawrence
1st edition
1452220182, 978-1452220185
