What is the Portfolio Beta?

Financial management homework question, dealing with Portfolio Beta's...?

  • Suppose you held a diversified portfolio consisting of a $7500 investment in each of 20 different common stocks. The portfolio's beta is 1.12. Now suppose you decided to sell one of the stocks in your portfolio with a beta of 1.0 for $7500 and to use these proceeds to buy another stock with a beta of 1.75. What would your portfolio's new beta be? I know that the answer is 1.16 but have no idea how to go about working the problem to get the answer. Any help would be greatly appreciated.

  • Answer:

    1.75-1=.75 (the difference in the two betas) .75/20=.0375 (which is the amount that this change will add to your original beta of 1.12) 1.12+.0375=1.1575 or 1.16 : )

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