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A portfolio is comprised of three stocks. Stock A comprises 35 percent of the portfolio and has a beta of 1.5. Stock B represents 15%

A portfolio is comprised of three stocks. Stock A comprises 35 percent of the portfolio and has a beta of 1.5. Stock B represents 15% of the portfolio and has a beta of 1.60. Stock C has a beta of -.2. Find the required rate of return for the portfolio if the return on the market is 22% and the risk-free rate is 5%

.1875

.1971

.1631

.1963

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