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You are going to form a portfolio with stocks A & B with the following information: Stock Beta w i A 1.2 0.2 B 2.0
You are going to form a portfolio with stocks A & B with the following information:
| Stock | Beta | wi |
| A | 1.2 | 0.2 |
| B | 2.0 | 0.8 |
What is the portfolios beta?
Group of answer choices
3.2
1.24
1.6
1.84
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An Introduction To Derivatives And Risk Management
Authors: Don M. Chance, Roberts Brooks
7th Edition
0324321392, 9780324321395
