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Q11 Given the following portfolio of investments, what is the beta of this portfolio? Stock Investment Beta A $23 million -0.75 B $42 million 1.4

Q11

Given the following portfolio of investments, what is the beta of this portfolio?

Stock

Investment

Beta

A

$23 million

-0.75

B

$42 million

1.4

C

$17 million

2.12

0.72

0.83

0.95

1.14

1.76

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