Question
Tom O'Brien has a 2-stock portfolio with a total value of $100,000. $55,000 is invested in Stock A with a beta of 0.75 and the
Tom O'Brien has a 2-stock portfolio with a total value of $100,000. $55,000 is invested in Stock A with a beta of 0.75 and the remainder is invested in Stock B with a beta of 1.42. What is his portfolio's beta? Do not round your intermediate calculations. Round your final answer to 2 decimal places.
Group of answer choices
1.22
0.87
1.19
1.05
1.01
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Financial Risk Manager Handbook
Authors: Philippe Jorion
6th Edition
0470904011, 978-0470904015
