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A portfolio consists of two stocks, Stock A and Stock B. The volatility of Stock A is 0.4 and the volatility of Stock B is

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A portfolio consists of two stocks, Stock A and Stock B. The volatility of Stock A is 0.4 and the volatility of Stock B is 0.2. The proportion of the portfolio's value that is represented by shares of Stock A is 0.65. The correlation of the returns of the two stocks is 0.3. Calculate the beta of Stock A with the portfolio. O 1.3474 01.6708 1.5091 O 1.4282 O 1.5899

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