Suppose you held a well-diversified portfolio with a very large number of securities,and that the single index model holds.If the β of your portfolio was 0.20 and β_Mwas 0.16,the β of the portfolio would be approximately ________. A)0.64 B)0.80 C)1.25 D)1.56 E)none of the above

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The Answer of Suppose you held a well-diversified portfolio with a very large number of securities,and that the single index model holds.If the β of your portfolio was 0.20 and β_Mwas 0.16,the β of the portfolio would be approximately ________. A)0.64 B)0.80 C)1.25 D)1.56 E)none of the above

Suppose You Held a Well-Diversified Portfolio with a Very Large