Question
The beta of four stocksG,H, I, and Jare 0.41, 0.72, 1.07, and 1.63, respectively. What is the beta of a portfolio with the following weights
The beta of four stocksG,H, I, and Jare 0.41, 0.72, 1.07, and 1.63, respectively. What is the beta of a portfolio with the following weights in each asset.
Weight in Stock G Weight in Stock H Weight in Stock I Weight in Stock J Portfolio 1 25% 25% 25% 25% Portfolio 2 30% 40% 20% 10% Portfolio 3 10% 20% 40% 30%
What is the beta of portfolio 1?
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Finance Applications And Theory
Authors: Marcia Cornett, Troy Adair, John Nofsinger
1st Edition
0073382256, 9780073382258
