Question
You decide to form a portfolio of the following amounts invested in the following stocks. What is the beta of the portfolio? Stock Amount Beta
You decide to form a portfolio of the following amounts invested in the following stocks. What is the beta of the portfolio?
| Stock | Amount | Beta | Expected Return |
| Exxon | $2,000 | 0.60 | 9% |
| IBM | $3,000 | 0.95 | 13% |
| General Motors | $1,000 | 1.15 | 13% |
| Microsoft | $4,000 | 1.35 | 14% |
a) 1.01 c) 12.6 e) 4.05
b) 1.06 d) 51.6
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Securitisation Derivatives A Practioner's Handbook
Authors: Mark Aarons, Vlad Ender, Andrew Wilkinson
1st Edition
1119532272, 978-1119532279
