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A portfolio comprises Coke(beta of 1.2) andWal-Mart (beta of 0.8). The amount invested in Coke is$20,000 and inWal-Mart is$30,000. What is the beta of theportfolio?

A portfolio comprises Coke(beta of 1.2) andWal-Mart (beta of 0.8). The amount invested in Coke is$20,000 and inWal-Mart is$30,000. What is the beta of theportfolio?

A.

1.1

B.

1.25

C.

0.96

D.

1.15

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