Multiple Choice
A portfolio contains Stocks A,B,C,and D with betas of 0.92,1.28,1.07 and 1.52 for A through D,respectively.Stocks A and B have portfolio weights of 35 percent each.Stocks C and D have equal weights.What is the portfolio beta?
A) .1.2147
B) 1.1585
C) 1.1099
D) 1.0822
E) 1.0131
Correct Answer:
Verified
Correct Answer:
Verified
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