You hold a portfolio with the following securities:
SecurityPercent of PortfolioBetaReturn
X Corporation20%1.3514%
Y Corporation35%.9510%
Z Corporation45%.758%
Compute the expected return and beta for the portfolio.
A. 9.9%, .94 B. 10.67%, 1.02
C. 9.9%, 1.02 D. 34.4%, .94
SecurityPercent of PortfolioBetaReturn
X Corporation20%1.3514%
Y Corporation35%.9510%
Z Corporation45%.758%
Compute the expected return and beta for the portfolio.
A. 9.9%, .94 B. 10.67%, 1.02
C. 9.9%, 1.02 D. 34.4%, .94
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