Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds.If the $\sigma$ of your portfolio was 0.18 and $\sigma$_M was 0.24, the $\beta$ of the portfolio would be approximately A)0.75. B)0.56. C)0.07. D)1.03.

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The Answer of Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds.If the $\sigma$ of your portfolio was 0.18 and $\sigma$_M was 0.24, the $\beta$ of the portfolio would be approximately A)0.75. B)0.56. C)0.07. D)1.03.

Suppose You Held a Well-Diversified Portfolio with a Very Large σ\sigmaσ

Suppose You Held a Well-Diversified Portfolio with a Very Large $\sigma$