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If you hold a portfolio made up of the following stocks with the indicated amount of investment: What is the beta of the portfolio? Between

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If you hold a portfolio made up of the following stocks with the indicated amount of investment: What is the beta of the portfolio? Between 0.8 and 1.1 Cannot be calculated without knowing the market risk premium and risk-free rate Less than 1 because of diversification Greater than 1.1 Equal to 1 because the portfolio is well-diversified

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