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Consider a portfolio of three stocks, stock A, stock B and stock C. Stock A has a beta of 0.5 and an expected return of

Consider a portfolio of three stocks, stock A, stock B and stock C. Stock A has a beta of 0.5 and an expected return of 3%. Stock B has a beta of 1.5 and an expected return of 8%. Stock C has a beta of 2.3 and an expected return of 11%. Based on the information calculate a) Expected return on the portfolio. b) Beta of the portfolio.

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