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You own a stock portfolio that is invested 10% in stock A, 30% in stock B, 40% in stock C, and 20% in stock D. These stocks have betas of 1.2, .8, 1.1, and 1.5, respectively. What is the beta of the portfolio?
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You own a stock portfolio that is invested 10% in stock A, 30% in stock B, 40% in stock C, and 20% in stock D. These stocks have betas of 1.2, .8, 1.1, and 1.5, respectively. What is the beta of the portfolio?

User Imaky
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1 Answer

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Step-by-step explanation:

10%×1.2+30%×0.8+40%×1.1+20%×1.5=12%+24%+44%+30%=1.1?

User Matthew Hannigan
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