You invested 40% of your money in a fully diversified mutual fund (hint: the mutual fund can be considered as a market portfolio), 50% in a stock called Macrohard, and the rest in Treasury Securities (i.e., risk-free assets). After reviewing your investment portfolio, a financial advisor informs you that the portfolio has higher systemic risk than the market Which of the following could be the beta of Macrohard? 1. 1.93 II. 1.54 III 1.2 IV. 1.11 O A. There is not enough information to determine the beta of Macrohard OB. I and Il O C. Ill only OD. I, II, and III OE. I, II, III, and IV

You invosted 40 s of your money in a fully diversified mulual fund (hint the mutual fund can be considered as a market portholio), 50% in a stock called Macrohard, and the rest in Treasury Secunties (f e, nsk-tree assots). After roviewing your invostment portfolo, a fnancial advisor informs you that the portfotio has higher systemic nisk than the market. Which of the following could be the beta of Macrohard? 1.93 ii) 1.54 III 12 IV 1.11 A. Thore is not enough information to determine the beta of Macrohard B. I and 1 C. 111 only D. 1, It, and iII E. I, II, III, and IV