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Stock A has a beta of 1.5 and the return standard deviation of 25%. Stock B has a beta of 0.9 and the return standard
Stock A has a beta of 1.5 and the return standard deviation of 25%. Stock B has a beta of 0.9 and the return standard deviation of 30%. The correlation between the two stocks is 0.8. You invested 30% of your portfolio into stock A and 70% into stock B. What is the beta of your portfolio? (2 points)
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