Wednesday 6 June 2012

You hold a portfolio with the following securities:

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
 

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