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Stock A has a beta of 1.4. Stock B has a beta of 0.8. The beta of a portfolio with 40%A and 60%B is 1.32

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Stock A has a beta of 1.4. Stock B has a beta of 0.8. The beta of a portfolio with 40%A and 60%B is 1.32 1.16 1.04 Impossible to determine without knowing the correlation between returns for A and B

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