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A stock has a beta of 1.32 and an expected return of 13 per cent. A risk-free asset current;y earns 4.4 per cent. If a

A stock has a beta of 1.32 and an expected return of 13 per cent. A risk-free asset current;y earns 4.4 per cent.

  1. If a portfolio of the two assets has an expected return of 12.2 per cent, what is the beta?

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