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A portfolio consists of two stocks, Stock A and Stock B. The volatility of Stock A is 0.6 and the volatility of Stock B is
A portfolio consists of two stocks, Stock A and Stock B. The volatility of Stock A is 0.6 and the volatility of Stock B is 0.4. The proportion of the portfolio's value that is represented by shares of Stock A is 0.3. The correlation of the returns of the two stocks is 0.25. Calculate the beta of Stock A with the portfolio. 1.3015 1.0368 1.1691 1.1029 1.2353
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The Ascendancy Of Finance
Authors: Joseph Vogl, Simon Garnett
1st Edition
1509509305, 978-1509509300
