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A portfolio consists of two stocks, A and B. You are given: Expected return 0.15 0.25 Volatility 0.20 0.50 Proportion of portfolio 0.60 0.40 The

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A portfolio consists of two stocks, A and B. You are given: Expected return 0.15 0.25 Volatility 0.20 0.50 Proportion of portfolio 0.60 0.40 The correlation between the stocks is 0.8. The annual effective risk-free interest rate is 0.04. Calculate beta of stock A with the portfolio

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