You hold a portfolio with the following securities: - 9486

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Request Description

You hold a portfolio with the following securities: 

SecurityPercent of PortfolioBetaReturn

X Corporation20%1.3514%

Y Corporation35%.9510%

Z Corporation45%.758%

 

Compute the expected return and beta for the portfolio.

A.   10.67%, 1.02 B.   34.4%, .94 C.   9.9%, .94 D.   9.9%, 1.02 

Solution Description

You hold a portfolio with the following securities:

            Security         Percent of Portfolio            Beta    Return