: Question P8-25 (similar to) Beta of a portfolio. The beta of four stocks G, H,, andJ are 0.46, 0.72, 1.16, and 1.51, respectively. What is the beta of a portfolio with the following weights in each asset? Weight in Stock J 25% 10% 30% Weight in Stock H Weight in Stock G 25% 30% 10% Weight in Stock I 25% 20% 40% Portfolio Portfolio2 Portfolio3 25% 40% 20% What is the beta of portfolio 1? (Round to two decimal places.)