Question

EJH has a beta of 1.3​, CSH has a beta of 0.4​, and KMS has a...

EJH has a beta of 1.3​, CSH has a beta of 0.4​, and KMS has a beta of 0.9.

If you put 21​% of your money in​ EJH,23​% in​ CSH, and 56​% in​ KMS, what is the beta of your​ portfolio? The beta of your portfolio is? (Round to two decimal​ places.)

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Solution :

The beta of the portfolio = 0.87

Please find the attached screenshot of the excel sheet containing the detailed calculation for the solution.

27.11.2019 Microsoft Excel FILE НOME INSERT PAGE LAYOUT FORMULAS DATA REVIEW VIEW A C Е F G Н 1 Statement showing calculation

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