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Tom Noel holds the following portfolio:   What is the portfolio beta...

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Tom Noel holds the following portfolio:

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Investment

Beta

Class A

share

      R35 000

0,95

Class B

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                   R65 000

0,80

Class C

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                   R50 000

1,00

Class D

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                  R200 000

1,20

 

What is

the portfolio beta?

0%
100%
0%
0%
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