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Jonathan has the following portfolio of assets. Asset Proportion of Portfolio Beta A 25% 0.78 B 40% 0.85 C 35% 1.70 What is the beta

Jonathan has the following portfolio of assets.

Asset Proportion of Portfolio Beta
A 25% 0.78
B 40% 0.85
C 35% 1.70

What is the beta of Jonathan's portfolio?

A. 1.08
B. 1.11
C. 1.13
D. 1.15

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