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Suppose you create a portfolio of Stock A and Stock B (with 30% in A and 70% in B). Stock A has a beta of

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Suppose you create a portfolio of Stock A and Stock B (with 30% in A and 70% in B). Stock A has a beta of 0.65 and Stock B has a beta of 1.7. Suppose the market moves up 2% tomorrow. What is the expected return on this portfolio to two decimal places (as a percentage)? Select one: O a. 4.5 O b. 2.77 c. 1.77 d. 1.53 O e. 0.75 O f. None of the above

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