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Author Question: You own a stock portfolio invested 30% in a film company, 20% in a bank stock, 10% in a mining ... (Read 83 times)

kaid0807

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Question 1

You own a portfolio that is equally invested in three assets: 1) the risk-free asset; 2) Stock 1; and 3) Stock 2. Stock 1 has a beta of 1.9 and the portfolio has the same risk as the market portfolio. What is the beta of Stock 2 in the portfolio?
◦ 1.0
◦ 1.1
◦ 1.2
◦ 1.3
◦ 1.4

Question 2

You own a stock portfolio invested 30% in a film company, 20% in a bank stock, 10% in a mining company, and 40% in an oil company. The betas of these four stocks are 1.4, 0.6, 1.5, and 1.8 respectively. What is the portfolio beta?
◦ 1.00
◦ 1.20
◦ 1.35
◦ 1.41
◦ 1.50


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Marked as best answer by kaid0807 on Apr 25, 2021

Sammyo

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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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kaid0807

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Reply 2 on: Apr 25, 2021
Wow, this really help


deja

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

 

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