Question
Your portfolio includes $1,788 invested in stock A, $4,369 invested in stock B, and $1,145 invested in stock C. The beta of stock A is
Your portfolio includes $1,788 invested in stock A, $4,369 invested in stock B, and $1,145 invested in stock C. The beta of stock A is 1.2, the beta of stock B is 1.3, and the beta of stock C is 1.2. What is your portfolio beta?
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
