The beta of four stocksG, H, I, and Jare 0.45, 0.8, 1.15, and 1.6, respectively. What is

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The beta of four stocks—G, H, I, and J—are 0.45, 0.8, 1.15, and 1.6, respectively. What is the beta of a portfolio with the following weights in each asset?

Weight in G Weight in J Weight in H Weight in I Portfolio 1 25% 25% 25% 25% Portfolio 2 30% 40% 20% 10%

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Financial Management Core Concepts

ISBN: 978-0132671033

2nd edition

Authors: Raymond M Brooks

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Question Posted: May 08, 2014 07:53 AM

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The beta of four stocksG, H, I, and Jare 0.45, 0.8, 1.15, and 1.6, respectively. What is

Question:

Weight in G Weight in J Weight in H Weight in I Portfolio 1 25% 25% 25% 25% Portfolio 2 30% 40% 20% 10%

Step by Step Answer:

Beta of Portfolio 1 025 045 025 08 025 115 025 16 portfolio ...View the full answer

Financial Management Core Concepts

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