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A Portfolio Has 40% Invested in Asset 1,50% Invested in Asset

Question 15

Multiple Choice

A portfolio has 40% invested in Asset 1,50% invested in Asset 2 and 10% invested in Asset 3.Asset 1 has a beta of 1.2,Asset 2 has a beta of 0.8 and Asset 3 has a beta of 1.8,what's the beta of the portfolio?


A) 1.27
B) 0.80
C) 1.06
D) 1.20
E) Cannot tell from given information

Correct Answer:

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