Solution
Beta of stock G = 0.42
Proportion of stock G in portfolio 1= 0.25
Beta of stock H = 0.75
Proportion of stock H in portfolio 1= 0.25
Beta of stock I = 1.09
Proportion of stock I in portfolio 1= 0.25
Beta of stock J = 1.58
Proportion of stock J in portfolio 1= 0.25
Beta of portfolio 1= 0.42*0.25 + 0.75*0.25 + 1.09*0.25 + 1.58*0.25= 0.96
Beta of portfolio 1= 0.96
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