B А 23:5 1 Question 6 2 09 3 A Portfolio Manager (PM) has the following four stocks in his portfolio: 4 Security No. of Shares Market Price pershare (Rs.) B 5 X limited 10000 50 6 Y Limted 5000 8000 7 Z limited 2000 M Limited 20 25 200 15 12 8 9 10 11 Compute the following: 12 (1) Portfolio beta. 13 (ii) If the PM seeks to increase the beta to 1.2. how much risk free investment should he bring in Use Gasset er Soler 5 6 Solution: (to be solved in the space below) 3