Martin Ortner holds a $200,000 portfolio consisting of the following stocks: Stock Investment Beta A   $50,000 0.95 B     50,000 0.80 C     50,000 1.00 D     50,000 1.20 Total $200,000   What is the portfolio's beta? a. 0.938 b. 0.988 c. 1.037 d. 1.089 e. 1.143

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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Martin Ortner holds a $200,000 portfolio consisting of the following stocks:

Stock

Investment

Beta

A

  $50,000

0.95

B

    50,000

0.80

C

    50,000

1.00

D

    50,000

1.20

Total

$200,000

 

What is the portfolio's beta?

a. 0.938
b. 0.988
c. 1.037
d. 1.089
e. 1.143
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