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5 of 15 You hold four stocks in your portfolio: A, B, C, and D The portfolio beta is 1.136. Stock A comprises 21% of
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of 15 You hold four stocks in your portfolio: A, B, C, and D The portfolio beta is 1.136. Stock A comprises 21% of the dollar value of your holdings and has a beta of 1.12. If you sell all of your investment in A and invest the proceeds in the nisk-free asset, what is the beta of your new portfolio? The beta of the new portfolio is (Note: please retain at least 4 decimal places in your calculations and at least 2 decimal places in the final answer.) Step by Step Solution
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