Your portfolio has three stocks, A, B, and C, in the proportions of .2, .3, .5. The Betas for the individual stocks are A at 1.2, B at 1.0, and C at .7. Beta~ is
A) 1.0.
B) 1.02.
C) .94.
D) 1.09.

Question

Quizplus · Accepted Answer

The Answer of Your portfolio has three stocks, A, B, and C, in the proportions of .2, .3, .5. The Betas for the individual stocks are A at 1.2, B at 1.0, and C at .7. Beta~ is
A) 1.0.
B) 1.02.
C) .94.
D) 1.09.

Your Portfolio Has Three Stocks, A, B, and C, in the Proportions