Business, 10.06.2021 21:30 maltipoosarecool
Assume the single-factor model applies and a portfolio exists such that 65 percent of the funds are invested in risky Security Q and the rest in the risk-free asset. Security Q has a beta of 1.5. The portfolio has a beta of:
a. 1.500.
b. .925.
c. .650.
d. .975.
e. 1.000.
Answers: 3
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