Multiple Choice
Consider an investor who owns three assets: asset 1, asset 2, and asset 3 and invests equally in each of the three assets. If the beta of asset 1 is 1.2, the beta of asset 2 is 1.5 and the Beta of asset 3 is zero, then what is the beta of the investor's portfolio.
A) 0.75
B) 0.90
C) 1.10
D) 1.25
Correct Answer:
Verified
Correct Answer:
Verified
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