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Given the following information, calculate the portfolio return, portfolio risk (standard deviation), and portfolio beta. Stock A Stock B Return 0.07 0.10 Risk (Standard Deviation)

Given the following information, calculate the portfolio return, portfolio risk (standard deviation), and portfolio beta.

	Stock A	Stock B
Return	0.07	0.10
Risk (Standard Deviation)	0.12	0.18
Correlation (R_A, R_B)	0.4
$ Invested	10,000	30,000
Beta	0.8	1.12

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