Your portfolio is comprised of 30% of share X, 50% of share Y, and 20% of share Z.Share X has a beta of .64, share Y has a beta of 1.48, and share Z has a beta of 1.04.What is the beta of your
Portfolio?
A) 1.01
B) 1.05
C) 1.09
D) 1.14
E) 1.18
Correct Answer:
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