Question
Stock A has a standard deviation of 28% and a beta of 0.9. Stock B has a standard deviation of 12% and a beta of
Stock A has a standard deviation of 28% and a beta of 0.9. Stock B has a standard deviation of 12% and a beta of 1.8. The correlation of returns between stocks A and B is 0.7. Your portfolio is invested 35% in stock A and 65% in stock B. What is the portfolio beta? (5 points)
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Crypto Spotlight Series Polkadot
Authors: Nott U.r. Keys
1st Edition
979-8854241342
