You hold a portfolio with the following securities: - 2798

Solution Posted by

UoPExpert

Solution Detail

Price: $1.30

Request Description

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