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You are considering investing in a stock portfolio which will be invested 20 percent in Stock A, 20 percent in Stock C, 30 percent in
You are considering investing in a stock portfolio which will be invested 20 percent in Stock A, 20 percent in Stock C, 30 percent in Stock E, and 30 percent in Stock G. The respective betas for these four stocks are .64, .76, 1.17, and 1.67. Calculate the beta of this portfolio.
A1 2 Input area: 4 6 20.00% Weight of A Weight of C Weight of E Weight of G 20.00% 30.00% 30.00% Beta of G 0.64 Beta of FR 0.76 12 1.17 Beta of S 13 1.67 Beta OfT 15 16 17 Output area: 18 20 Portfolio E(R) 23Step by Step Solution
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