Question

An investor currently holds the following portfolio:

Amount Invested
4,000 shares of Stock H$8,000Beta = 1.3
7,500 shares of Stock I$24,000Beta = 1.8
12,500 shares of Stock J$48,000Beta = 2.2

The beta for the portfolio is
A) 1.99.
B) 1.77.
C) 1.45.
D) 1.27.

Answer

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