Multiple Choice
Securities A, B, and C have betas of 1.2, 1.3, and 1.7, respectively. What is the beta of a portfolio composed of 1/2 A and 1/4 each of B and C?
A) 1.15
B) 1.35
C) 1.55
D) 1.60
Correct Answer:
Verified
Correct Answer:
Verified
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