Multiple Choice
Your portfolio has a beta of 1.18. The portfolio consists of 15% U.S. Treasury bills,30% in stock A,and 55% in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?
A) .55
B) 1.10
C) 1.24
D) 1.40
E) 1.60
Correct Answer:
Verified
Correct Answer:
Verified
Q45: The amount of systematic risk present in
Q57: The percentage of a portfolio's total value
Q58: If the economy booms,RTF,Inc. stock is expected
Q59: What is the variance of a portfolio
Q62: What is the standard deviation of a
Q63: The variance of Stock A is .005,the
Q64: The expected return on HiLo stock is
Q65: The separation principle states that an investor
Q72: The intercept point of the security market
Q96: Unsystematic risk:<br>A)can be effectively eliminated through portfolio