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You own a stock portfolio invested 18 percent in Stock Q, 22 percent in Stock R, 38 percent in Stock S, and 22 percent in
| You own a stock portfolio invested 18 percent in Stock Q, 22 percent in Stock R, 38 percent in Stock S, and 22 percent in Stock T. The betas for these four stocks are .92, .98, 1.38, and 1.83, respectively. |
| Required: |
| What is the portfolio beta? (Do not round intermediate calculations. Round your answer to 2 decimal places (e.g., 32.16).) |
| Portfolio beta |
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Options Futures And Other Derivatives
Authors: John C. Hull
7th Edition
0136015867, 9780136015864
