Which one of the following portfolios will have a beta of zero?

Updated on August 6, 2022

which one of the following portfolio will have a beta of zero? A. a
portfolio that is equally as risky as the overall market B. A
portfolio that consists of a single stock C. A portfolio comprised
solely of U.S. Treasury Bills D. A portfolio with a zero variance
of returns E. No portfolio can have a beta of zero

which one of the following portfolio will have a b

Answer

Solution

C. A portfolio
comprised solely of U.S Treasury Bills

If the return is not correleted with the market, which is
risk-free asset, so the beta is zero.

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