2. What is the beta of a $10,000 portfolio comprised of the
following securities?
Stock Amount invested
Security Beta
A
2000
1.20
B
3000
1.46
C
5000
.72
A. 1.008
B. 1.014
C. 1.038
D. 1.067
E. None of the above
2. The efficient frontier of risky assets is
A. the portion of the opportunity set that lies above the minimum
variance (MV) portfolio.
B. the portion of the opportunity set that represents the efficient
standard deviations.
C. the portion of the opportunity set that lies below the minimum
variance (MV) portfolio
D. the set of portfolios that have zero standard deviation.
E. both A and D are true.
2. What is the beta of a $10,000 portfolio comprised of the following securities? Stock Amount invested
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