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Beta of a portfolio . The beta of four stocksG, H, I, and Jare 0.48, 0.86, 1.25, and 1.53, respectively. What is the beta of

Beta of a portfolio. The beta of four stocksG, H, I, and Jare 0.48, 0.86, 1.25, and 1.53, respectively. What is the beta of a portfolio with the following weights in each asset?

Weight in

Stock G

Weight in

Stock H

Weight in

Stock I

Weight in

Stock J

Portfolio 1

25%

25%

25%

25%

Portfolio 2

30%

40%

20%

10%

Portfolio 3

10%

20%

40%

30%

What is the beta of portfolio 1? _____(Round to two decimal places.)

What is the beta of portfolio 2? _____(Round to two decimal places.)

What is the beta of portfolio 3?______ (Round to two decimal places.)

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