Table 8.2 You Are Going to Invest $20,000 in a Portfolio Consisting

Multiple Choice

Table 8.2
You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows:
-What is Nico's portfolio beta if he invests an equal amount in asset X with a beta of 0.60, asset Y with a beta of 1.60, the risk-free asset, and the market portfolio?

A) 1.20
B) 1.00
C) 0.80
D) 0.60