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b c Suppose you invest 60%,12%, and 28% of your wealth into a stock, the market, and a risk-free asset, respectively. The beta of the
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Suppose you invest 60%,12%, and 28% of your wealth into a stock, the market, and a risk-free asset, respectively. The beta of the stock is 0.9. What is the beta of the portfolio? Enter your answer rounded to 3 DECIMAL PLACES. Enter your response below. Consider a stock that has a covariance of returns to the market of 0.0025 . The standard deviation of the market is 0.07 . What is the beta of this stock? Enter your answer rounded to 2 DECIMAL PLACES. Enter your response below. Given a risk-free rate of 2.9%, a market risk premium of 5.3%, and a beta of 1.3, what is the expected return of the stock? Enter your answer as a percentage and rounded to 2 DECIMAL PLACES. Do not put the percent sign in your answer. Enter your response below
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