What is the beta of a portfolio consisting of one share of each of the following...
What is the beta of a portfolio consisting of one share of each
of the following stocks, given their respective prices and beta
coefficients?
Stock A B C D
Price $10 24 41 19
Beta 1.4 0.8 1.3 1.8
How would the portfolio beta differ if (a) the investor purchased
200 shares of stocks B and C for every 100 shares of A and D and
(b) equal dollar amounts were invested in each stock?
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What is the beta of a portfolio consisting of one share of each
of the following...
An investor currently holds the following portfolio: Amount Invested 8,000 shares of Stock A $16,000 Beta...
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SHOW WORK PLEASE Complete problem: Portfolio Beta You have a $4 million portfolio consisting of a...
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QUESTION 16 An investor currently holds the following portfolio: 8,000 shares of Stock A 15,000 shares...
QUESTION 16 An investor currently holds the following portfolio: 8,000 shares of Stock A 15,000 shares of Stock B 25,000 shares of Stock C Amount Invested $16,000 $48,000 $96,000 Beta - 1.3 Beta - 1.8 Beta - 22 If the risk-free rate of return is 2% and the market risk premium is 7%, then the required 23.93% 14.91%. 21.91%. 15.93%.
Calculation and Explanation please 8. What is the beta of a portfolio consisting of $2,000 cash,...
Calculation and Explanation
please
8. What is the beta of a portfolio consisting of $2,000 cash, $5,000 invested in a stock with a beta of 1.6, and $3,000 invested in a well-diversified portfolio? A) B) C) D) E) 0.767 0.867 1.100 1.375 1.600
A portfolio is comprised of the following stocks. What is the portfolio beta? Stock Market Value...
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You hold a diversified $100,000 portfolio consisting of 20 stocks with $5,000 invested in each. The...
You hold a diversified $100,000 portfolio consisting of 20 stocks with $5,000 invested in each. The portfolio's beta is 1.12. You plan to sell a stock with b = 0.90 and use the proceeds to buy a new stock with b = 1.50. What will the portfolio's new beta be? Do not round your intermediate calculations. a. 1.185 b. 1.242 c. 1.127 d. 1.150 e. 1.093
42. You hold a diversified portfolio consisting of an equal investment in each of 15 different...
42. You hold a diversified portfolio consisting of an equal investment in each of 15 different common stocks. The portfolio beta is equal to 1.61. You have decided to sell all shares of one of your stocks. The stock you are selling has a beta of 0.45. You plan to use the proceeds to purchase another stock that has a beta equal to 2.70. What will be the beta of the new portfolio?
Karen has the following share portfolio: 200 shares in Gippsland Nurseries Ltd (GNL); 1200 shares in...
Karen has the following share portfolio: 200 shares in Gippsland Nurseries Ltd (GNL); 1200 shares in Alpine Bank Ltd (ABL) and 9000 shares in River Lett Ltd (RLL). Their current market prices are: $47.90 (GNL), $21.20 (ABL) and $1.10 (RLL). Karen also has $13,500 invested at the risk-free rate of 4%. Karen's investment adviser has told her that the estimates betas of her share holdings are: 1.4 for GNL, 0.8 for ABL and 1.7 for RLL. Her investment adviser has...
. (Portfolio beta and security market line) You own a portfolio consisting of the following stocks The risk-free rate is 4 percent. Also, the expected return on the market portfolio is 9 percent. a. Calculate the expected return of your portfolio (Hint: The expected return of a portfolio equals the weighted average of the individual stocks' expected returns where the weights are the percentage invested in each stock.) b. Calculate the portfolio beta. c. Given the foregoing information, plot the...
QUESTION 16 An investor currently holds the following portfolio: 8,000 shares of Stock A 15,000 shares of Stock B 25,000 shares of Stock C Amount Invested $16,000 $48,000 $96,000 Beta - 1.3 Beta - 1.8 Beta - 22 If the risk-free rate of return is 2% and the market risk premium is 7%, then the required 23.93% 14.91%. 21.91%. 15.93%.
Calculation and Explanation
please
8. What is the beta of a portfolio consisting of $2,000 cash, $5,000 invested in a stock with a beta of 1.6, and $3,000 invested in a well-diversified portfolio? A) B) C) D) E) 0.767 0.867 1.100 1.375 1.600
Karen has the following share portfolio: 200 shares in Gippsland Nurseries Ltd (GNL); 1200 shares in Alpine Bank Ltd (ABL) and 9000 shares in River Lett Ltd (RLL). Their current market prices are: $47.90 (GNL), $21.20 (ABL) and $1.10 (RLL). Karen also has $13,500 invested at the risk-free rate of 4%. Karen's investment adviser has told her that the estimates betas of her share holdings are: 1.4 for GNL, 0.8 for ABL and 1.7 for RLL. Her investment adviser has...
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