A stock portfolio's overall beta is found by multiplying each stock's beta times the percentage of the overall portfolio it makes up and adding these terms together. Since the current portfolio's beta is known, we can treat all the stocks in the portfolio as a single stock for calculating its weight in the new portfolio. Thus, our new portfolio will have a value of $150,000, $100,000, or 2/3, of which has a beta of 1.5 and $50,000, or 1/3, of which has a beta of 3. Then the beta of the new portfolio will be 1.5*(2/3) + 3*(1/3) = 2.
He has a 1/6 chance.
if there are two of 1-6 tiles each in separate bags, he has a chance (total) of 2/12 of getting a 2 and a . simplify the 2/12 to 1/6 and that is your answer.
(i hope D:)
1) m=-2
2) C) y=-3/4x -6
3) D) y=2/5x-2
I don't understand 4 nor 5. My apologies.
6) Parallel
Answer:
The scale factor is 0.25
Step-by-step explanation:
we know that
The dilation is a non-rigid transformation that produce similar figures
If two figures are similar, then the ratio of its corresponding sides is proportional and this ratio is called the scale factor
In this problem
ABCD and A'B'C'D' are similar
therefore
Find the scale factor
Looking at the graph
we have
Let
z ---> the scale factor
substitute the values
Answer: x = 14
Step-by-step explanation:
-x+14 = 0
Subtract 14 from both sides of the equation :
-x = -14
Multiply both sides of the equation by (-1) : x = 14
