Author Question: You manage a portfolio in which you invest half of your money in T-Bills and the other half in a ... (Read 67 times)

savannahhooper · **on:** Apr 25, 2021

Question 1

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

Asset	Return	Beta	Portfolio Weight
A	10%	0.75	0.20
B	12%	1.00	0.40
C	14%	1.25	0.40

◦ 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

Carissamariew · **Reply #1 on:** Apr 25, 2021

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