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2. The beta values of the three securities are 0.8, 1.0 and 1.4 respectively, and the weights of the three securities in a certain portfolio
2.The beta values of the three securities are 0.8, 1.0 and 1.4 respectively, and the weights of the three securities in a certain portfolio are 0.2, 0.3 and 0.5 respectively. The expected return on the market portfolio is 10%, the standard deviation is 20%, and the risk-free rate is 5%. If the portfolio is a fully diversified portfolio. Calculate the beta, expected return, and standard deviation of the portfolio.
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