Question
You have been given the following incomplete data and must complete the table. Each portfolio comprises two different assets. (2 marks each). Beta Asset 1
You have been given the following incomplete data and must complete the table. Each portfolio comprises two different assets. (2 marks each).
|
| Beta Asset 1 | Beta Asset 2 | Weight in Asset 1 | Portfolio Beta |
| Portfolio 1 | 0.5 | 1.5 | 0.4 | a |
| Portfolio 2 | b | 0.65 | 0.5 | 1.3 |
| Portfolio 3 | 1.1 | 1.9 | c | 2.1 |
| Portfolio 4 | 1.25 | 0.8 | 0.75 | d |
| Portfolio 5 | 1.3 | e | 0.2 | 3 |
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Handbook Of Research Methods And Applications In Empirical Finance
Authors: Adrian R. Bell, Chris Brooks, Marcel Prokopczuk
1st Edition
1782540172, 978-1782540175
