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What if we use the following data to find the market beta of the portfolio that invested 40% of the investment in stock A and

What if we use the following data to find the market beta of the portfolio that invested 40% of the investment in stock A and the rest in stock B?

A

B

Market

Volatility

30%

50%

10%

Correlation with the market

0.8

0.9

1

Write down to the second decimal place, as calculated.

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