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You have a portfolio with the following investments, weights and betas. What is the portfolio's beta? Security % of portfolio Beta Stock A 15% 1.9
You have a portfolio with the following investments, weights and betas. What is the portfolio's beta?
Security | % of portfolio | Beta |
Stock A | 15% | 1.9 |
Stock B | 35% | 1.2 |
Stock C | 20% | 0.8 |
Stock D | 30% | 1.5 |
Group of answer choices
1.32
1.0
1.32%
1.9
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