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You hold a portfolio with the following securities: Security Percent of portfolio Beta Stock A 30% 1.85 Stock B 12% 1.36 Stock C Please calculate
You hold a portfolio with the following securities:
| Security | Percent of portfolio | Beta |
|---|---|---|
| Stock A | 30% | 1.85 |
| Stock B | 12% | 1.36 |
| Stock C | Please calculate it | 1.88 |
Calculate the beta portfolio.
Round the answers to two decimal places.
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Fundamentals Of Futures And Options Markets
Authors: John C. Hull
5th Edition
0131445650, 9780131445659
