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What Is the Portfolio Expected Return and the Portfolio Beta

Question 349

Multiple Choice

What is the portfolio expected return and the portfolio beta if you invest 30% in A, 30% in B and 40% in the risk-free asset? A) 9.6%; 1.32 B) 9.6%; 1.00 C) 10.1%; 0.95 D) 10.1%; 0.72 E) 10.1%; 0.63 What is the portfolio expected return and the portfolio beta if you invest 30% in A, 30% in B and 40% in the risk-free asset?


A) 9.6%; 1.32
B) 9.6%; 1.00
C) 10.1%; 0.95
D) 10.1%; 0.72
E) 10.1%; 0.63

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