Multiple Choice
Suppose the beta of a four-asset portfolio is 1.8.The portfolio is composed of $1,500 invested in Stock W,$2,000 in Stock X,$2,500 in Stock Y,and $3,000 in Stock Z.What is the beta of Stock Z if the betas of Stock W,X,and Y are 0.7,1.3,and 2.5,respectively?
A) 0.7
B) 1.1
C) 1.6
D) 2.1
Correct Answer:
Verified
Correct Answer:
Verified
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