You own a portfolio consisting of the following stocks. Calculate the expected return of the portfolio and the portfolio beta. a. 15.8% and .950 b. 18.8% and .945 c. 15.8% and .945 d. 17.8% and .945 O O a.. b.. C.. d.. STOCK 12345 PERCENTAGE OF PORTFOLIO 20% 30% 15% 25% 10% Given BETA 1.00 0.85 1.20 0.60 1.60 EXPECTED RETURN 16% 14% 20% 12% 24%

You own a portfolio consisting of the following stocks. Calculate the expected return of the portfolio and the portfolio beta. a. 15.8% and .950 b. 18.8% and .945 c. 15.8% and .945 d. 17.8% and .945 O O a.. b.. C.. d.. STOCK 12345 PERCENTAGE OF PORTFOLIO 20% 30% 15% 25% 10% Given BETA 1.00 0.85 1.20 0.60 1.60 EXPECTED RETURN 16% 14% 20% 12% 24%

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 15MC

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