Your portfolio had a beta of 1.233. The portfolio included two stocks. The first stock had a beta of 0.7 and the second had a beta of 1.1. What were the portfolio weights for each stock?

A) -0.333 in stock 1; 1.333 in stock 2
B) -0.333 in stock 2; 1.333 in stock 1
C) 0.333 in stock 1; 0.667 in stock 2
D) 0.333 in stock 2; 0.667 in stock 1
E) None of the above.


A

Business

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