Based on the data below, what is the portfolio beta? (format xx.xx as needed) Weight: A...

Question

Question

Based on the data below, what is the portfolio beta? (format xx.xx as needed)

Weight:

A 23.00%

B 32.00%

C 35.00%

D 10.00%

Beta (b)

A 0.95

B 0.23

C 1.75

D 1.70

Answer 1

Answer #1

Portolio Beta = Wtd avg beta of securities in that portolio

Secuity Weights Beta Weighted Beta 0.2185 0.0736 0.6125 0.17 1.0746 23% 32% 270 35% 10% 0.95 0.23 1.75 1.7 Portfolio Beta

Pls comment, if any further assistance is required

Answer 2

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