Question
Voffs Sports Holdings has a total investment of $1,000 million in five companies: Company Investment ($MM) Beta () A 50 0.40 B 100 0.70 C
Voffs Sports Holdings has a total investment of $1,000 million in five companies:
| Company | Investment ($MM) | Beta () |
| A | 50 | 0.40 |
| B | 100 | 0.70 |
| C | 150 | 1.00 |
| D | 300 | 1.40 |
| E | 400 | 1.60 |
| Total | 1,000 |
|
What is the beta of this portfolio?
| 0.75 | ||
| 1.02 | ||
| 1.30 | ||
| 5.10 |
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Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
6th Edition
0201538997, 978-0201538991
