【单选题】Your portfolio has a beta of 1. 20 . The portfolio consists of 40 percent U.S. Treasury bills, 30 percent stock A, and 30 percent stock B. Stock A has a risk-level equivalent to that of the overall ma...
【单选题】You own a portfolio which isevenly distributed among U.S. Treasury bills, Stock A with a beta of .84, stock B with a beta of 1.48, and stock C, whichis equally as risky as the market. The risk-free ra...