What is the beta of a portfolio if 30 percent of the funds are invested in a risk-free asset,40 percent in the market portfolio,and the balance in a portfolio that has three times the risk of the market portfolio?
A) 0.4
B) 0.7
C) 1.3
D) 1.8
Correct Answer:
Verified
Q65: Use the following two statements to answer
Q68: What is the beta of a portfolio
Q68: Assuming the CAPM is valid, _ securities
Q69: Stock Y has a standard deviation of
Q70: Given the following information,what is the beta
Q71: Which one of the following stocks does
Q73: What is the beta of a portfolio
Q74: Stock A has a standard deviation of
Q75: Use the following two statements to answer
Q77: The current price of Stock Y is
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents