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Author Question: Your portfolio had a beta of 1.233. The portfolio included two stocks. The first stock had a beta of ... (Read 38 times)

gbarreiro

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Question 1

Your friend tells you that the Prudent Mutual Fund gives you more downside protection than buying an exchange traded fund (ETF) that mimics the market portfolio. What is he telling you about the fund's Beta?
◦ β < 1
◦ β > 1
◦ β = 1
◦ β = 0

Question 2

Your portfolio had a beta of 1.233. The portfolio included two stocks. The first stock had a beta of 0.7 and the second had a beta of 1.1. What were the portfolio weights for each stock?
◦ -0.333 in stock 1; 1.333 in stock 2
◦ -0.333 in stock 2; 1.333 in stock 1
◦ 0.333 in stock 1; 0.667 in stock 2
◦ 0.333 in stock 2; 0.667 in stock 1
◦ None of these.


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Marked as best answer by gbarreiro on Apr 25, 2021

hollysheppard095

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Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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gbarreiro

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Reply 2 on: Apr 25, 2021
Gracias!


komodo7

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

 

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