Table 8.3
Consider the following two securities X and Y.
-Using the data from Table 8.3, what is the systematic risk for a portfolio with two-thirds of the funds invested in X and one-third invested in Y?
A) 0.88
B) 1.17
C) 1.33
D) 1.67

Question

Table 8.3
Consider the following two securities X and Y. 
-Using the data from Table 8.3, what is the systematic risk for a portfolio with two-thirds of the funds invested in X and one-third invested in Y?
A) 0.88 
B) 1.17 
C) 1.33 
D) 1.67

Quizplus · Accepted Answer

The Answer of Table 8.3
Consider the following two securities X and Y. 
-Using the data from Table 8.3, what is the systematic risk for a portfolio with two-thirds of the funds invested in X and one-third invested in Y?
A) 0.88 
B) 1.17 
C) 1.33 
D) 1.67

Table 8.3 Consider the Following Two Securities X and Y