Which of the following are consequences of heteroskedasticity? (i)the ols estimators, b^j, are inconsistent.(ii)the usual f statistic no longer has an f distribution.(iii)the ols estimators are no longer blue.

You hold a diversified $100,000 portfolio consisting of 20 stocks with $5,000 invested in each. the portfolio's beta is 1.12. you plan to sell a stock with b = 0.90 and use the proceeds to buy a new stock with b = 1.50. what will the portfolio's new beta be? do not round your intermediate calculations.