You own a stock portfolio invested 20 percent in Stock Q, 20 percent in Stock R,...

You own a stock portfolio invested 20 percent in Stock Q, 20 percent in Stock R, 10 percent in Stock S, and 50 percent in Stock T. The betas for these four stocks are 1.12, 0.69, 1.16, and 1.69, respectively. What is the portfolio beta?

Expert Solution

Ans 1.323

Stock	Probability (i)	Beta (ii)	Probability * Beta (i)* (ii)
Q	20.00%	1.12	0.224
R	20.00%	0.69	0.138
S	10.00%	1.16	0.116
T	50.00%	1.69	0.845
		Total	1.323

jeff jeffy answered 1 year ago

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