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using the given information, what is the: (i) portfolio's holding period return a) 8.29% b) 9.18% c) 7.33% d) 12.81% (ii) portfolio beta a) 1.837

using the given information, what is the:
(i) portfolio's holding period return
a) 8.29%
b) 9.18%
c) 7.33%
d) 12.81%
(ii) portfolio beta
a) 1.837
b) 1.228
c) 0.884
d) 0.668 image text in transcribed
2019 Portfolio Holdings Stock Beta Initial investment Return A 1.2 14.50% B 0.8 $3,000 $4,500 $2,000 6.50% C 0.6 3.00% 0.338 Portfolio volatility 1-year T-bill rate Market risk premium 2.50% 6.00%

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