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I. [5 pts] A portfolio has 40% invested in Asset 1, 50% invested in Asset 2 and 10% invested in Asset 3, Asset l has

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I. [5 pts] A portfolio has 40% invested in Asset 1, 50% invested in Asset 2 and 10% invested in Asset 3, Asset l has a beta of 1.2, Asset 2 has a beta of 0.8 and Asset 3 has a beta of 1.8, what's the beta of the portfolio

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