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You have the following portfolio of stocks with the weights listed in the first row. If A is the market portfolio, what is the beta
You have the following portfolio of stocks with the weights listed in the first row. If A is the market portfolio, what is the beta of Stock B? Answer should be formatted as a number with 3 decimal places (e.g. 99.99). 5.77% 23.08% 19.23% 17.31% Weight 23.08% Stock A 1 -1.88% 11.54% D B E F 0.46% -10.13% -1.03% -7.11% 3.32% 4.54% 3.51% -0.09% -2.24% 0.88% 2. 3 -2.71% 1.28% 6.74% 1.78% -0.01% 0.87% 4 3.38% 2.84% 0.20% 1.05% 0.54% 0.48% 9.83% 4.97% 1.83% 3.15% 1.83% 13.00% 5 6 2.99% -2.94% -3.87% -9.47% -8.52% 5.29% -0.98% 1.78% 0.00% 7 -6.94% -2.77% -2.53% -1.64% -5.54% 00 8 0.85% 2.91% 2.34% -7.30% -7.12% 9 -2.58% 0.76% 2.87% 10 -1.38% 0.32% -3.67% -2.08% 0.69% 5.22% -0.65% 11 -3.18% -0.80% 5.67% 2.11% 7.19% -2.53% -0.21% -2.62% - 11.79% 2.65% -0.85% 5.28% 1.51% 8.43% 12 -0.33% 1.78% 13 -8.81% 0.17% -9.80% -9.51% 14 -0.40% 4.49% -0.36% 0.43% 0.40% 15 1.54% 2.73% 2.37% - 1.41% -4.72% 0.87% -7.91% -1.51% - 15.58% -7.83% -27.26% -15.24% 16 -9.93% 1.47% 0.81% 17 1.05% - 16.03% -30.83% -1.80% -6.96% -22.71% 14.23% 18 1.05% -8.64% -6.98%
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