Question
Your portfolio has three stocks, A, B, and C, in the proportions of .2, .3, .5. The Betas for the individual stocks are A at
Your portfolio has three stocks, A, B, and C, in the proportions of .2, .3, .5. The Betas for the individual stocks are A at 1.2, B at 1.0, and C at .7. Beta of your portfolio is:
(a) 1.00. (b) 1.02. (c) 0.94. (d) 1.09. (e) 0.89.
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ISE Real Estate Finance And Investments
Authors: Jeffrey Fisher William B. Brueggeman
17th International Edition
1264892888, 9781264892884
