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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 |
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1.32
1.0
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The Ascendancy Of Finance
Authors: Joseph Vogl, Simon Garnett
1st Edition
1509509305, 978-1509509300
