You own a stock portfolio invested 24 percent in Stock Q, 21 percent in Stock R, 44 percent in Stock S, and 11 percent in Stock T. The betas for these four stocks are .86, .92, 1.32, and 1.77, respectively. What is the portfolio beta?
You own a stock portfolio invested 24 percent in Stock Q, 21 percent in Stock R, 44 percent in Stock S, and 11 percent in Stock T. The betas for these four stocks are .86, .92, 1.32, and 1.77, respectively. What is the portfolio beta?
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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You own a stock portfolio invested 24 percent in Stock Q, 21 percent in Stock R, 44 percent in Stock S, and 11 percent in Stock T. The betas for these four stocks are .86, .92, 1.32, and 1.77, respectively. What is the portfolio beta? |
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