Question
Stock A has a standard deviation of 20% and a beta of .8 stock B has a standard deviation of 12% and a beta of
Stock A has a standard deviation of 20% and a beta of .8 stock B has a standard deviation of 12% and a beta of 1.6. The correlation of returns between stocks A and B is .7. Your portfolio is invested 30% in stock A and 70% in stock B. What is the portfolio beta?
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Essentials Of Federal Taxation 2018
Authors: Brian Spilker, Benjamin Ayers, John Robinson, Edmund Outslay, Ronald Worsham, John Barrick, Connie Weaver
9th Edition
9781260007640
