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Q 9 . You invested in two stocks: ABC with B=0.7 and CBA with B=1.2. The correlation between the returns of ABC and CBA is

Q 9 . You invested in two stocks: ABC with B=0.7 and CBA with B=1.2. The correlation between the returns of ABC and CBA is 0.3. Your portfolio has B=1.1. If the total value of your investment is $1,000,000, how much money you invested in ABC?

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