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Using the following information, calculate the portfolio beta and return: Event Wealth Invested Expected return Beta A $1,000 8% 0.80 B $2,000 12% 0.95 C
Using the following information, calculate the portfolio beta and return:
| Event | Wealth Invested | Expected return | Beta |
| A | $1,000 | 8% | 0.80 |
| B | $2,000 | 12% | 0.95 |
| C | $3,000 | 15% | 1.10 |
| D | $4,000 | 8% | 1.40 |
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Investment Science
Authors: David G. Luenberger
2nd Edition
0199740089, 978-0199740086
