Question
Solve: You have 2 ETF holdings, ETF Alpha which is 30% of your holdings and generated an 11.5% return with a Beta of 1.2 and
Solve: You have 2 ETF holdings, ETF Alpha which is 30% of your holdings and generated an 11.5% return with a Beta of 1.2 and ETF Theta making up 70% of your holdings generated a YoY return of 8.9% with a Beta of 0.90. What is the weighted Beta and return of the two ETF portfolios?
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Financial Management Principles and Applications
Authors: Sheridan Titman, Arthur J. Keown, John H. Martin
13th edition
134417216, 978-0134417509, 013441750X, 978-0134417219
