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2 April, 22:34

You are invested 16% in growth stocks with a beta of 1.5, 18% in value stocks with a beta of 1.4, and 66% in the market portfolio. What is the beta of your portfolio

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  1. 3 April, 00:28
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    1.02

    Explanation:

    Portfolio beta = (16% x 1.5) + (18% x 1.4) + (66% x 1) = 1.02

    **Note: Market portfolio of all investable assets has beta = 1
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