Multiple Choice
Your portfolio has a beta of 1.12. The portfolio consists of 20 percent U.S. Treasury bills, 50 percent stock A, and 30 percent stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?
A) 1.47
B) 1.52
C) 1.69
D) 1.84
E) 2.07
Correct Answer:
Verified
Correct Answer:
Verified
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