You hold a portfolio with the following securities: - 2798

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You hold a portfolio with the following securities:

Security Percent of Portfolio Beta Return

X Corporation 20% 1.35 14%

Y Corporation 35% .95 10%

Z Corporation 45% .75 8%

Compute the expected return and beta for the portfolio.

A.  34.4%, .94

B.  9.9%, 1.02

C.  10.67%, 1.02

D.  9.9%, .94

 
Solution Description

You hold a portfolio with the following securities:

Security Percent of Portfolio Beta Return