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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