Suppose you have the following investments: Security Amount Invested Expected Return Beta A $2,000 5% .80 B $4,000 10% .95 C $6,000 15% 1.10 D $8,000 18% 1.40 What is the beta of the portfolio? Select one: a. 1.16 b. 0.59 c. 1.34 d. 1.20
Suppose you have the following investments: Security Amount Invested Expected Return Beta A $2,000 5% .80 B $4,000 10% .95 C $6,000 15% 1.10 D $8,000 18% 1.40 What is the beta of the portfolio? Select one: a. 1.16 b. 0.59 c. 1.34 d. 1.20
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 25P
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Question
Suppose you have the following investments:
Security | Amount Invested | Expected Return | Beta |
A | $2,000 | 5% | .80 |
B | $4,000 | 10% | .95 |
C | $6,000 | 15% | 1.10 |
D | $8,000 | 18% | 1.40 |
What is the beta of the portfolio?
Select one:
a.
1.16
b.
0.59
c.
1.34
d.
1.20
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