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Stock A has a standard deviation of 20% and a beta of 0.6. Stock B has a standard deviation of 12% and a beta of

Stock A has a standard deviation of 20% and a beta of 0.6. Stock B has a standard deviation of 12% and a beta of 1.4. 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?

Please show all the work (no excel) and I will upvote your answer. Thank you

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