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One portfolio has three securities. Stock A accounts for 50% with beta =1, stock B accounts for 10% with beta 50% lower than market beta

One portfolio has three securities. Stock A accounts for 50% with beta =1, stock B accounts for

10% with beta 50% lower than market beta and stock C accounts for the rest with beta 20%

higher than the market average. What is the systematic risk of such a portfolio?

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