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Calculating Beta Suppose that you invest 10000 in Asset A and 30000 in the market portfolio. The market portfolio has a standard deviation of 20%.

Calculating Beta

Suppose that you invest 10000 in Asset A and 30000 in the market portfolio. The market portfolio has a standard deviation of 20%. The covariance between the returns of the market and those of asset A is 0.09. What is the beta of your portfolio?

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