Question
You invest 6% of your money in Stock A, -2% in Stock B, and the remainder in Stock C. Stock A has a beta of
You invest 6% of your money in Stock A, -2% in Stock B, and the remainder in Stock C. Stock A has a beta of 0.1, Stock B has a beta of 1.2, and Stock C has a beta of 0.4. What is the beta of your portfolio?
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Financial Markets And Institutions An Introduction To Risk Management Approach
Authors: Anthony Saunders, Marcia Cornett
3rd Edition
0073250937, 9780073250939
