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A portfolio is made up of Stocks A, B, C, and D in the proportion of 25%, 20%, 25%, and 30% respectively. The non-diversifiable risks
A portfolio is made up of Stocks A, B, C, and D in the proportion of 25%, 20%, 25%, and 30% respectively. The non-diversifiable risks of the stocks as measured by their betas are 0.5, 1.2, 2.75, and 1.5 for Stock A, B, C, and D, respectively. What is the beta of the portfolio? 1.5 0 1.75 1.85 O 1.2
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