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GivenB the following data for Stock A and Stock B: Beta of Stock A = 0.7 & Proportion of funds invested in Stock A =

GivenB the following data for Stock A and Stock B: Beta of Stock A = 0.7 & Proportion of funds invested in Stock A = 50%; Beta of Stock B = 1.7 & Proportion of funds invested in Stock B = 50%; Calculate the 'beta' of the portfolio:

Question 22 options:

1.0

0.7

1.7

1.2

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