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3. A portfolio consists of two stocks: Amount Invested 6000 4000 Correlation with Volatility Market Portfolio 0.3 0.8 0.2 -02 A B The volatility of

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3. A portfolio consists of two stocks: Amount Invested 6000 4000 Correlation with Volatility Market Portfolio 0.3 0.8 0.2 -02 A B The volatility of the market return is 0.2. Calculate beta for the portfolio

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