Multiple Choice
Your portfolio is comprised of 40 percent of stock X,15 percent of stock Y,and 45 percent of stock Z.Stock X has a beta of 1.16,stock Y has a beta of 1.47,and stock Z has a beta of 0.42.What is the beta of your portfolio?
A) 0.87
B) 1.09
C) 1.13
D) 1.18
E) 1.21
Correct Answer:
Verified
Correct Answer:
Verified
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