You have a portfolio that is invested 22 percent in Stock A, 32 percent in Stock B, and 46 percent in Stock C. The betas of the stocks are .67, 1.22, and 151, respectively. What is the beta of the portfolio? Multiple Choice 1.18 1.23 1.39 1.13 1.01

You have a portfolio that is invested 22 percent in Stock A, 32 percent in Stock B, and 46 percent in Stock C. The betas of the stocks are .67, 1.22, and 151, respectively. What is the beta of the portfolio? Multiple Choice 1.18 1.23 1.39 1.13 1.01

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 6P

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Question

You have a portfolio that is invested 22 percent in Stock A, 32 percent in Stock B, and 46 percent in Stock C. The betas of the stocks are .67, 1.22, and
1.51, respectively. What is the beta of the portfolio?
Multiple Choice
1.18
1.23
1.39
1.13
1.01
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