a since appl and msft account for the


(a)   Since APPL and MSFT account for the entire large cap technology component of S&P 500 and their proportion of index is based on their weights, this large cap technology sector is 5% (3% + 2%) or 0.05 of the total portfolio.  

(b)  The beta of the large cap technology sector can be determined as follows.

Portfolio beta = ∑Wiβi

In the current case, the portfolio is large cap technology sector where AAPL occupies 3/5 weight and MSFT occupies 2/5 weight of the portfolio. With the given betas,

Portfolio beta = (3/5)*1.04 + (2/5)*1.05 = 0.624 + 0.42 = 1.044

The beta of this large cap technology sector is 1.044.

(c)   The beta of the market portfolio is generally 1. Since the S&P 500 is the market portfolio, its beta is 1.

(d)  The weight or fraction of the remaining stocks in S&P is 1 - 5% = 95%. With the formula in (b), the combined beta of these two stocks is

Beta = 0.03*1.04 + 0.02*1.05 = 0.0522

Portfolio beta = 1

Hence beta of remaining stocks = 1 - 0.0522 = 0.9478

The beta of the remaining stocks in the S&P is 0.9478.

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