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Quantitative Analysis 1: A portfolio has an expected return of 11.57%. The portfolio consists of stock A with an expected return of 8.6% and stock

Quantitative Analysis 1: A portfolio has an expected return of 11.57%. The portfolio consists of stock A with an expected return of 8.6% and stock B with a beta of 1.28. The risk-free rate of return is 3% and the market risk premium is 8%. What is the portfolio weight of Stock A?

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