What is the beta of a portfolio if 40 percent of the funds are invested in a risk-free asset and the balance of the funds is invested in the market portfolio?
A) 0.4
B) 0.6
C) 0.8
D) 1.0
Correct Answer:
Verified
Q49: The _ measures the sensitivity of the
Q55: Beta is a measure of:
A)Total risk.
B)Diversifiable risk.
C)Systematic
Q57: Marie has $10,000 to invest.She decided to
Q60: Use the following three statements to answer
Q61: Stock Z has a standard deviation of
Q65: Use the following two statements to answer
Q67: Use the following three statements to answer
Q72: According to the Capital Asset Pricing Model
Q76: What is the difference between the security
Q77: _ is a measure of the risk
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents