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A Portfolio Consists of 33 Percent of Stock X,52 Percent

Question 20

Multiple Choice

A portfolio consists of 33 percent of Stock X,52 percent of Stock Y,and 15 percent of Stock Z.Stock X has a beta of 0.94,Stock Y has a beta of 1.21,and Stock Z has a beta of 1.08.What is the portfolio beta?


A) 1.012
B) 1.111
C) 1.117
D) 1.124
E) 1.101

Correct Answer:

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