Assume the single-factor model applies and a portfolio exists such that 65 percent of the funds are invested in risky Security Q and the rest in the risk-free asset.Security Q has a beta of 1.5.The portfolio has a beta of:
A)1.500.
B).925.
C).650.
D).975.
E)1.000.

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The Answer of Assume the single-factor model applies and a portfolio exists such that 65 percent of the funds are invested in risky Security Q and the rest in the risk-free asset.Security Q has a beta of 1.5.The portfolio has a beta of:
A)1.500.
B).925.
C).650.
D).975.
E)1.000.

Assume the Single-Factor Model Applies and a Portfolio Exists Such