STOCK STOCK WEIGHT BETA Apple 36% . 1.53 Green Mountain Coffee 24% 1.37 Disney . 33%...

Question

Question

STOCK STOCK WEIGHT BETA

Apple 36% . 1.53

Green Mountain Coffee 24% 1.37

Disney . 33% 1.17

Target . 7% 1.28

The portfolio's beta is

Answer 1

Answer #1

The portfolio beta is computed as shown below:

= Apple Weight x 1.53 + Green Mountain Coffee Weight x 1.37 + Disney Weight x 1.17 + Target Weight x 1.28

= 0.36 x 1.53 + 0.24 x 1.37 + 0.33 x 1.17 + 0.07 x 1.28

= 1.3553

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Answer 2

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