Russia Actuary Exam
Bank of Russia Actuarial SRO Entry Qualification Exam (Квалификационный экзамен для лиц, желающих вступить в саморегулируемую организацию актуариев)
InvestmentsEnglish
Exam overviewPractice session
The covariance between the returns on share A and the market portfolio is 0.0180, and the variance of the market return is 0.0120. An insurer's investment portfolio holds 60% in share A and 40% in share B, whose beta is 0.75. What is the beta of the portfolio?
Loading your practice session…