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Author Question: You manage a portfolio in which you invest half of your money in T-Bills and the other half in a ... (Read 56 times)

savannahhooper

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Question 1

You hold the following portfolio, consisting of Assets A, B and C. What is the portfolio beta?

AssetReturnBetaPortfolio Weight
A10%0.750.20
B12%1.000.40
C14%1.250.40

◦ 0.75
◦ 1.00
◦ 1.05
◦ 1.15
◦ 1.25

Question 2

You manage a portfolio in which you invest half of your money in T-Bills and the other half in a mutual fund that is indexed to match the market portfolio. What is the beta of this portfolio?
◦ 0
◦ 0.25
◦ 0.50
◦ 0.75
◦ 1.00


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Marked as best answer by savannahhooper on Apr 25, 2021

Carissamariew

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savannahhooper

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Reply 2 on: Apr 25, 2021
Gracias!


amit

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Reply 3 on: Yesterday
Excellent

 

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