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Brut [27]
3 years ago
9

Consider the following information for three stocks, A, B, and C that can be put into portfolios with the following allocations.

Business
1 answer:
astraxan [27]3 years ago
4 0

Answer:

Therefore, the Beta of Portfolio AC is 1.10

Explanation:

In order to calculate the Beta of Portfolio AC we would have to make the following calculation of the following formula according to the given data:

beta of Portfolio AC is given as=80%*1.0+20%*1.5

beta of Portfolio AC is given as=0.8+0.3

beta of  Portfolio AC is given as=1.10

Therefore, the Beta of Portfolio AC is 1.10

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