You hold the following portfolio, consisting of Assets A, B and C. What is the portfolio beta?

Asset Return Beta Portfolio Weight
A 10% 0.75 0.20
B 12% 1.00 0.40
C 14% 1.25 0.40

A) 0.75
B) 1.00
C) 1.05
D) 1.15
E) 1.25

C

Business

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