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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

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 40% in stock A and 60% in stock B. What is the portfolio beta?

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