Jill Angel holds a $200,000 portfolio consisting of the following stocks. The portfolio's beta is 0.88.  Stock  Investment  Beta A  $50,000  0.50 B  $50,000  0.80 C  $50,000  1.00 D  $50,000  1.20 Total  $200,000     If Jill replaces Stock A with another stock, E, which has a beta of 1.45, what will the portfolio's new beta be? Do not round your intermediate calculations.

A. 1.39
B. 1.28
C. 0.83
D. 1.22
E. 1.11


Answer: E

Business

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