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If you invest $5,000 in a stock with a beta of 0.5 and $3,000 in

a stock with a beta of 2. What is the beta of the portfolio?
A. 1.5899
B. 1.0625
C. 1.2608
D. 1.0092

User Mpemburn
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1 Answer

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Final answer:

The beta of the portfolio is 1.0625, which is calculated by taking the weighted average beta of the individual stocks in the portfolio.

Step-by-step explanation:

To find the beta of a portfolio, you need to calculate the weighted average beta of the individual stocks in the portfolio. The formula to calculate the beta of a portfolio is:

Beta of Portfolio = (Weight of Stock A * Beta of Stock A) + (Weight of Stock B * Beta of Stock B)

In this case, you invested $5,000 in a stock with a beta of 0.5 and $3,000 in a stock with a beta of 2. So the weighted average beta of the portfolio would be:

Beta of Portfolio = (0.625 * 0.5) + (0.375 * 2) = 0.3125 + 0.75 = 1.0625

Therefore, the beta of the portfolio is 1.0625.

User Vidak
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