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Suppose you want to achieve a portfolio beta of 1.16 by including only three stocks into it. Stock A has a beta of 0.74, Stock
Suppose you want to achieve a portfolio beta of 1.16 by including only three stocks into it. Stock A has a beta of 0.74, Stock B has a beta of 1.23, and Stock C has a beta of 1.97. What amount would be the weight of Stock A in this portfolio if the weight of Stock C is 23%?
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