What is the correct answer ? A B ? General Accounting question An investor has the following portfolio:••.8,000 shares of Stock X: $24,000 invested, Beta = 1.612,000 shares of Stock Y: $36,000 invested, Beta = 1.36,000 shares of Stock Z: $15,000 invested, Beta = 1.1(A) Calculate the portfolio's beta.(B) If the risk-free rate is 4% and the market risk premium is 7%, determine therequired return on the portfolio.

Given:Amount invested in X = $24,000Amount invested in Y = $36,000Amount invested in Z = $15,000X's…

Answered: An investor has the following…

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 25P

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