What is the beta of the portfolio that include Stocks X, Y and Z? Amount invested Beta Stock X $30,000 2 Stock Y $45,000 2.56 Stock Z $25,000 1.0 Answer: Ahmad owns a stock that has historically returned 8.5 percent annually with a standard deviation of 10.2 percent. There is only a 0.5 percent chance that the stock will produce a return greater than percent in any one year