You own a stock portfolio invested 30 percent in Stock Q, 25 percent in Stock R,...

You own a stock portfolio invested 30 percent in Stock Q, 25 percent in Stock R, 5 percent in Stock S, and 40 percent in Stock T. The betas for these four stocks are 0.8, 1.05, 1.55, and 0.65, respectively. What is the portfolio beta?

Expert Solution

Ans 0.84

Stock	INVESTMENT (i)	Beta (ii)	Investment* Beta (i)* (ii)
Q	30	0.80	0.24
R	25	1.05	0.26
S	5	1.55	0.08
T	40	0.65	0.26
Total	100		0.84

jeff jeffy answered 2 years ago

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