Multiple Choice
What is the beta for a portfolio equally weighted in four assets: A, the market portfolio; B, which has half the risk of A; C, which has twice the risk of A; and D, which is risk-free?
A) 0.500
B) 0.750
C) 0.875
D) 1.250
E) 1.375
Correct Answer:
Verified
Correct Answer:
Verified
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