Question
You own a stock portfolio invested 15 percent in Stock Q, 20 percent in Stock R, 15 percent in Stock S, and 50 percent in
You own a stock portfolio invested 15 percent in Stock Q, 20 percent in Stock R, 15 percent in Stock S, and 50 percent in Stock T. The betas for these four stocks are 0.8, 0.99, 1.17, and 1.56, respectively. What is the portfolio beta?
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A First Course in Quantitative Finance
Authors: Thomas Mazzoni
1st edition
9781108411431, 978-1108419574
