Question
Use stock data from tidyquant package in R to answer this questions. You have a portfolio of $10,000. The stocks in your portfolio are as
Use stock data from tidyquant package in R to answer this questions. You have a portfolio of $10,000. The stocks in your portfolio are as follows.
Weights | |
AMZN | 0.3 |
VMW | 0.1 |
MSFT | 0.4 |
AMD | 0.2 |
The baseline stock for this portfolio is SP 500 (^GSPC). Use stock data from January 1, 2010 till January 1, 2021. What is the beta of the portfolio?
A. 1.16
B. 1.24
C. 1.19
D. 1.21
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get StartedRecommended Textbook for
Entrepreneurial Finance
Authors: J . chris leach, Ronald w. melicher
4th edition
538478152, 978-0538478151
Students also viewed these Finance questions
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
Question
Answered: 1 week ago
View Answer in SolutionInn App