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What Is the Value of Systematic Risk for a Portfolio

Question 104

Multiple Choice

What is the value of systematic risk for a portfolio with 75% of the funds invested in A and 25% of the funds invested in B? A) 0.98 B) 1.13 C) 1.28 D) 1.40 E) 1.60 What is the value of systematic risk for a portfolio with 75% of the funds invested in A and 25% of the funds invested in B?


A) 0.98
B) 1.13
C) 1.28
D) 1.40
E) 1.60

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