A Portfolio Comprises Coke (Beta of 1

question 83

Multiple Choice

A portfolio comprises Coke (beta of 1.2) and Wal-Mart (beta of 0.9) .The amount invested in Coke is $20,000 and in Wal-Mart is $30,000.What is the beta of the portfolio?

• A)1.02
• B)1.15
• C)1.26
• D)1.19

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