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Your Portfolio Has a Beta of 1

Question 103

Multiple Choice

Your portfolio has a beta of 1.12.The portfolio consists of 40 percent U.S.Treasury bills,30 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) 2.73

Correct Answer:

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