You have finally compiled your perfect portfolio. What is the beta of your perfect portfolio? The risk-free rate is 3%, the market return is 8%.

Stock Amount Invested Beta

A $4 million 1.8

B $2 million 1.6

C $2 million 1.4

D $1 million 0.8

E $1 million 0.4

Question 51 options:

	1.45
	1.44
	1.52
	0.76
	0.80