Multiple Choice
Table 8.3
Consider the following two securities X and Y.
-Using the data from Table 8.3, what is the systematic risk for a portfolio with two-thirds of the funds invested in X and one-third invested in Y?
A) 0.88
B) 1.17
C) 1.33
D) 1.67
Correct Answer:

Verified
Correct Answer:
Verified
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