Multiple Choice
Assume that the single factor APT model applies and a portfolio exists such that 2/3 of the funds are invested in Security Q and the rest in the risk-free asset.Security Q has a beta of 1.5.The
Portfolio has a beta of:
A) 0.00
B) 0.50
C) 0.75
D) 1.00
E) 1.50
Correct Answer:
Verified
Correct Answer:
Verified
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