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50. Suppose the beta of a four-asset portfolio is 1.8. The portfolio is composed of $1,500 invested in Stock W, $2,000 in Stock X, $2,500

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50. Suppose the beta of a four-asset portfolio is 1.8. The portfolio is composed of $1,500 invested in Stock W, $2,000 in Stock X, $2,500 in Stock Y, and $3,000 in Stock Z. What is the beta of Stock Z if the betas of Stock W, X, and Y are 0.7, 1.3, and 2.5, respectively? a. 0.7 b. 1.1 C. 1.6 d. 2.1 I 51. The market expected return is 14 percent with a standard deviation of 12 percent. The risk-free rate is 5.5 percent. Security A has just paid a dividend of $1.50, which is expected to grow at a rate of 10 percent per year indefinitely. What is the current price of Security A if it has a beta of 1.42 a a. $9.93 b. $10.93 c. $20.27 d. $22.30 52 if markets were weak form efficient which of the following situations would NOT Vield

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