Multiple Choice
A portfolio has a beta of 1.27.The portfolio consists of 25 percent U.S.Treasury bills,38 percent Stock A,and 37 percent Stock B.Stock A has a risk level equivalent to that of the overall market.What is the beta of Stock B?
A) 1) 54
B) 1) 49
C) 2) 02
D) 1) 79
E) 2) 41
Correct Answer:
Verified
Correct Answer:
Verified
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