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(c) Tilly Tiepy has an equally weighted portfolio comprising 30 stocks and a risk free asset. The average beta of the stocks of 1.2. Tilly has half the value of her portfolio in treasury (exchequer) bills and half in the stocks.

What is the beta of Tilly’sportfolio?

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  • Is this a homework problem? Apr 28, 2019 at 13:41
  • Why would you ask if "(c) Tilly Tiepy" is a homework problem? :->) Apr 28, 2019 at 14:52

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