Multiple Choice
Your portfolio has a beta of 1.18.The portfolio consists of 15% Treasury bills, 30% in share A, and 55% in share B.Share A has a risk-level equivalent to that of the overall market.What is the beta of
Share B?
A) .55
B) 1.10
C) 1.24
D) 1.40
E) 1.60
Correct Answer:
Verified
Correct Answer:
Verified
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