Question
You own a stock portfolio as follows. Stock Q is 35% of portfolio and has a beta of .84. Stock R is 25% of the
You own a stock portfolio as follows. Stock Q is 35% of portfolio and has a beta of .84. Stock R is 25% of the protfolio and has a beta of 1.17. Stock S is 30% and has a beta of 1.11. Stock T is 10 % and has a beta of 1.36. What is the portfolio beta?
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Environmental Finance And Investments
Authors: Marc Chesney, Jonathan Gheyssens, Anca Claudia Pana, Luca Taschini
2nd Edition
366248174X, 978-3662481745
