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A portfolio has 50% of its funds in stock A and 50% in stock B. The correlation between stocks A and B is 0.5. Stock

A portfolio has 50% of its funds in stock A and 50% in stock B. The correlation between stocks A and B is 0.5. Stock A's beta is 0.8, stock B's beta is 1.4. How much is the portfolio beta? 21, A. 0.6 B. 2.2 C. 2.0 D. 1.1 E. none of the above

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