What Is the Beta of a 3-Stock Portfolio Including 25

question 92

Multiple Choice

What is the beta of a 3-stock portfolio including 25% of stock A with a beta of 0.90,40% of stock B with a beta of 1.05,and 35% of stock C with a beta of 1.73?

• A) 1.0
• B) 1.17
• C) 1.22
• D) 1.25

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