Question
You own a stock portfolio invested 20 percent in Stock Q, 15 percent in Stock R, 5 percent in Stock S, and 60 percent in
| You own a stock portfolio invested 20 percent in Stock Q, 15 percent in Stock R, 5 percent in Stock S, and 60 percent in Stock T. The betas for these four stocks are 1.09, 1.46, 1.79, and 1.26, respectively. What is the portfolio beta? |
Multiple Choice
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1.26
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1.31
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1.35
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1.28
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1.22
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Mathematics Of Finance
Authors: Petr Zima, Robert L. Brown
5th Edition
0070871353, 978-0070871359
