Answered: Stock A has a beta of 1.5, stock B has…

Stock A has a beta of 1.5, stock B has a beta of 0.75, you invest 30% in A and 70% in B. What is the beta on the portfolio?

Intermediate Financial Management (MindTap Course List)

13th Edition

ISBN:9781337395083

Author:Eugene F. Brigham, Phillip R. Daves

Publisher:Eugene F. Brigham, Phillip R. Daves

Chapter2: Risk And Return: Part I

Section: Chapter Questions

Problem 1P: Your investment club has only two stocks in its portfolio. 20,000 is invested in a stock with a beta...

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Stock A has a beta of 1.5, stock B has a beta of 0.75, you invest 30% in A and 70% in B. What is the beta on the portfolio?

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