What is the beta for a portfolio equally weighted in four


What is the beta for a portfolio equally weighted in four assets: A, the market portfolio; B, which has half the risk of A; C, which has twice the risk of A; and D, which is risk-free? a. 0.219 b. 0.875 c. 1.000 d. It depends on what beta the market portfolio has e. None of the above

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Financial Management: What is the beta for a portfolio equally weighted in four
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