Question
Your portfolio has a beta of 1.36. The portfolio consists of 14 percent U.S. Treasury bills, 24 percent stock A, and 62 percent stock B.
| Your portfolio has a beta of 1.36. The portfolio consists of 14 percent U.S. Treasury bills, 24 percent stock A, and 62 percent stock B. Stock A has a risk level equivalent to that of the overall market. What is the beta of stock B? |
0.55
1.81
1.52
5.67
0.88
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Financial management theory and practice
Authors: Eugene F. Brigham and Michael C. Ehrhardt
12th Edition
978-0030243998, 30243998, 324422695, 978-0324422696
