Problem 13-11 Calculating Portfolio Betas [LO4] You own a stock portfolio Invested 25 percent In Stock Q, 30 percent In Stock R, 30 percent in Stock S, and 15 percent In Stock T. The betas for these four stocks are .75, 1.13, 1.14, and 1.31, respectively. What is the portfolio beta? (Do not round Intermedlate calculations and round your answer to 2 decimal places, e.g., 32.16.) Portfolio beta
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Raghubhai
![Problem 13-11 Calculating Portfolio Betas [LO4]
You own a stock portfolio Invested 25 percent In Stock Q, 30 percent In Stock R, 30
percent in Stock S, and 15 percent In Stock T. The betas for these four stocks are .75, 1.13,
1.14, and 1.31, respectively. What is the portfolio beta? (Do not round Intermedlate
calculations and round your answer to 2 decimal places, e.g., 32.16.)
Portfolio beta](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fb1774fd5-ccd9-46a6-9c5f-f481ab319ac2%2F0650e5f6-def4-4f7d-b531-3810f6a744da%2Fl1x6e1vi_processed.jpeg&w=3840&q=75)
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- Problem 12-7 Stock Betas (LO4, CFA1) You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.57 and the total portfolio is exactly as risky as the market, what must the beta be for the other stock in your portfolio? Note: Do not round intermediate calculations. Round your answer to 2 decimal places. BetaRaghubhaiQuestion 29 Assume the following data for a stock: risk-free rate 5 percent: beta (market) = 1.4; beta (size) - 0.4; beta (book-to- market)-1.1; market risk premium - 13 percent; size risk premium 9.7 percent; and book-to-market risk premium = 11.2 percent. Calculate the expected return on the stock using the Fama-French three-factor model. O 26.5 percent 14.8 percent O 25.1 percent 12.0 percent
- Problem 11-2 Portfolio Expected Return [LO 1] You own a portfolio that has $2,600 invested in Stock A and $3,700 invested in Stock B. Assume the expected returns on these stocks are 11 percent and 17 percent, respectively. What is the expected return on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return %N38. Problem 8.02 (Portfolio Beta) A-2 J Ofice eBook An individual has $45,000 invested in a stock with a beta of 0.6 and another $75,000 invested in a stock with a beta of 1.9. If these are the only two investments in her portfolio, what is her portfolio's beta? Do not round intermediate calculations. Round your answer to two decimal places.
- Problem 11-3 Portfolio Expected Return [LO 1] You own a portfolio that is 28 percent invested in Stock X, 43 percent in Stock Y, and 29 percent in Stock Z. The expected returns on these three stocks are 9 percent, 12 percent, and 14 percent, respectively. What is the expected return on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return %Problem 11-12 Calculating Portfolio Betas [LO 3] You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 1.22 and the total portfolio is equally as risky as the market. What must the beta be for the other stock in your portfolio? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Beta16 [Question text] What is the beta of the following portfolio? Stock Amount invested (RM) Security beta A 14,200 1.39 B 23,900 0.98 C 8,400 1.52 Select one: A. 1.01 B. 1.05 C. 1.20 D. 1.12
- 11.10 Calculating Portfolio Betas You own a stock portfolio invested 20 percent in Stock Q, 30 percent in Stock R, 15 percent in Stock S, and 35 percent in Stock T. The betas for these four stocks are .75, 1.90, 1.38, and 1.16, respectively. What is the portfolio beta?Problem 13-3 Portfolio Expected Return [LO1] You own a portfolio that is 30 percent invested in Stock X, 25 percent in Stock Y, and 45 percent in Stock Z. The expected returns on these three stocks are 9 percent, 18 percent, and 14 percent, respectively. What is the expected return on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Portfolio expected returnE1