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specific calculating process Stock A has a standard deviation of 20% and a beta of 0.8. Stock B has a standard deviation of 12% and

image text in transcribedspecific calculating process

Stock A has a standard deviation of 20% and a beta of 0.8. Stock B has a standard deviation of 12% and a beta of 1.6. The correlation of returns between stocks A and B is 0.7. Your portfolio is invested 30% in stock A and 70% in stock B. What is the portfolio beta? (5 points)

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