Top 10 WHAT IS THE BETA OF A PORTFOLIO COMPRISED OF THE FOLLOWING SECURITIES?? Answers

# What Is The Beta Of A Portfolio Comprised Of The Following Securities?

Category: Finance

## 1. What is the beta of a portfolio comprised of the following …

Answer to: What is the beta of a portfolio comprised of the following securities? (TABLE) a. 1.008 b. 1.014 c. 1.038 d. 1.067 e. 1.127 By1 answer  ·  Top answer: Let,
• wi = weight of stock i
• Vi = value of stock i
• βi = beta of stock i

The beta of the portfolio is the weighted average beta (1)

What is the beta of a portfolio comprised of the following securities? Stock Amount Invested Security Beta A \$5,000 1.64. B \$6,000 1.75. C \$8,500 1.00.(2)

Nov 24, 2020 — Find an answer to your question What is the beta of a portfolio comprised of the following securities? Stock Amount Invested Security Beta A 1 answer  ·  0 votes: Answer: 1.27Explanation:The portfolio beta is a weighted average of the individual betas of the composite stocks. Total amount invested = 4,000 + 5,000 (3)

## 2. a. What is the beta of a portfolio comprised of the following …

a. What is the beta of a portfolio comprised of the following securities? (3 points) Stock Amount Invested Beta \$2,000 1.20 \$3,000 1.46 \$5,000 .72 b.1 answer  ·  1 vote: a. Portfolio beta = [(\$2,000 / \$10,000) × 1.20] + [(\$3,000 /
\$10,000) × 1.46] + [(\$5,000 / \$10,000) × 0.72] =
1.038

b. Required rate of return = Risk-free (4)

What is the beta of a portfolio comprised of the following securities Amount from The portfolio consists of 15% U.S. Treasury bills, 30% in stock A, (5)

What is the beta of a portfolio comprised of the following securities A 86 B 97 from FIN 0007 at New York University.(6)

## 3. Solved > Question What is the beta of a portfolio:505306 – ScholarOn

What is the beta of a portfolio comprised of the following securities? Stock Amount Invested Security Beta A \$5,400 1.72 B \$6,400 1.83 C \$8,900 1.00 1.830​ (7)

What is the beta of a portfolio comprised of the following securities? Stock Amount Invested Security Beta A \$4800 1.60 B \$5800 1.71 C \$8300 1.00.(8)

## 4. What is the beta of a portfolio comprised of the following securities …

What is the beta of a portfolio comprised of the following securities? Stock Amount Invested Security Beta A \$4,500 1.54 B \$5,500 1.65 C \$8,000 1.00. Posted in (9)

Reveal the answer to this question whenever you are ready. What Is The Beta Of A Portfolio Comprised Of The Following Securities? A \$5,400 1.72 B \$6,400 1.83 C (10)

Dec 7, 2015 — How much of the riskiest security should you sell and replace with risk-free securities if you want your portfolio beta to equal 90 percent of (11)

Nov 24, 2020 — answers to question: What is the beta of a portfolio comprised of the following securities? Stock Amount Invested Security Beta A \$ 4000 3 answers  ·  3 votes: 1.27Explanation:The portfolio beta is a weighted average of the individual betas of the composite st(12)

percentage of the portfolio should be invested in Treasury bills? 4) What is the beta of a portfolio comprised of the following securities?(13)

## 5. How Do You Calculate Portfolio Beta? – The Balance

Beta is a measure of a stock’s sensitivity to changes in the market. Learn more about how to calculate the volatility, or beta, of your portfolio.(14)

Consider a portfolio comprised of four securities in the following proportions and with the indicated security beta. Security Amount invested. Beta. Expected (15)

How much did you invest in each stock? what is the expected return on the portfolio? Question 5. Consider the following two stocks: Stock i Beta Expected (16)

## 6. How to Calculate Expected Portfolio Return – Investopedia

What is the expected return of a portfolio, and how do you calculate it? needs to know the expected return of each of the securities in their portfolio (17)

Value of Babcock stock in the portfolio = (150 shares)(\$20 per share) weighted portfolio containing all N securities can be represented by the following (18)

An investor can design a risky portfolio based on two stocks, The expected rate of return of a portfolio of risky securities is ______.(19)

A random variable following a continuous distribution can take any value within for an investment portfolio, let’s assume the portfolio is comprised of (20)

## 7. Practice Problems for the Final Examination

Which of the following is a measure of the systematic risk of a stock? a. Beta b. Standard deviation What is the beta of Mark’s portfolio?(21)

Exercise 4. Given the following data, calculate the security market line and the betas of the two securities. Expected return. Correlation with market portfolio.(22)

Which one of the following will guarantee that the portfolio variance will equal zero?A. The portfolio beta must be 1.0.B. The portfolio expected rate of (23)

## 8. Chapter 7 Portfolio Theory – Caltech

Part D Introduction to derivative securities. Main Issues. • Returns of Portfolios Variance of the portfolio is the sum of all entries of the following.(24)

For the following problem please refer to Table 1 (Table 11.3, p. (c) What is the beta of an equally weighted portfolio of these two stocks?(25)

Which of the following four risky portfolios should she hold in combination with a position A stock has a beta of 1.5, what is its expected return? a.(26)

## 9. Terry Has a Portfolio Comprised of Two Individual Securities

Terry has a portfolio comprised of two individual securities.Which one of the following computations that he might do is NOT a weighted average?(27)

Following the principle of diversification or “spreading out” of risk, holding a portfolio of assets is better than just investing in one or two securities.(28)

## 10. Portfolio Returns and Risks; Covariance and the Coefficient of …

As with securities, the objective of a portfolio may be for capital gains or for income, which is the simplest case, based on the following table: (29)

by investing at least 80% of its assets in a portfolio comprised of fixed income securities, debt instruments, derivatives, Beta (1 Year Month-End)(30)

Mar 17, 2021 — Which one of the following categories of securities had the highest The beta of a portfolio comprised of these two assets is 0.85.(31)

The expected return for a portfolio of 500 securities is calculated exactly as the For the CML, it is standard deviation while for the SML, beta.(32)

A portfolio is collection of projects, or securities, or investments, The following table gives the price of Andover Company stock, along with the.(33)

The portfolio’s total risk (as measured by the standard deviation of returns) We may have to calculate the beta from basic data using the following two (34)

Studies have shown that unsystematic risk can be significantly reduced in portfolios comprised of at least 30 randomly selected securities.(35)

The expected rate of return of a portfolio of risky securities is ______. Beta is a measure of security responsiveness to ______. A. firm specific risk(36)

Portfolio management is a process and broadly it involves following five phases and of Systematic Risk (β) for a security or a portfolio of securities.(37)

A portfolio consists of the following securities. What is the portfolio weight of stock X? 5. You have a portfolio which is comprised of 70 percent of stock (38)