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You own a portfolio containing the following stocks. Security Weight Beta A 0.133 3.33 B 0.2 1.2 C 0.267 1.65 D 0.4 0.38 Calculate the
You own a portfolio containing the following stocks.
| Security | Weight | Beta |
| A | 0.133 | 3.33 |
| B | 0.2 | 1.2 |
| C | 0.267 | 1.65 |
| D | 0.4 | 0.38 |
Calculate the following statistics: (1/100 of one percent without % sign, e.g. 12.671, if a negative percentage, -9.56):
1) Portfolio Beta: Answer
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Pricing And Liquidity Of Complex And Structured Derivatives
Authors: Mathias Schmidt
1st Edition
3319459694, 978-3319459691
