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b. Given the following information for three stocks, Stock A, Stock B, and Stock C. Stock ABC Investment (in RM) 200,000 200,000 100,000 Expected

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b. Given the following information for three stocks, Stock A, Stock B, and Stock C. Stock ABC Investment (in RM) 200,000 200,000 100,000 Expected Rate of Return (%) 9.20 10.80 12.50 Beta 0.8 1.2 1.6 828 From the information given, you are required to answer the following questions. i. Compute the portfolio's beta. (3 Marks) ii. From your computation in part (i) and given that the risk-free rate is 6%, and market rate of return is 8%. Calculate the portfolio's required rate of return. (3 Marks) (Total: 25 Marks)

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