Question
Your portfolio is comprised of 40% of stock A, 15% of stock B, and 45% of stock C. Stock A has a beta of 1.16,
Your portfolio is comprised of 40% of stock A, 15% of stock B, and 45% of stock C. Stock A has a beta of 1.16, stock B has a beta of 1.47, and stock C has a beta of 0.91. What is the beta of your portfolio?
| 1.18 | ||
| 1.21 | ||
| 1.09 | ||
| 0.87 | ||
| 1.13 |
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Handbook Of Alternative Assets
Authors: Mark J. P. Anson
2nd Edition
047198020X, 978-0471980209
