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A portfolio consists of two stocks and has a beta of 1.20. The first stock has a beta of 1.02 and comprises 30 percent of

A portfolio consists of two stocks and has a beta of 1.20. The first stock has a beta of 1.02 and comprises 30 percent of the portfolio. What is the beta of the second stock?

.41%

.66%

.82%

1.28%

1.33%

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