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Which of the following is most correct concerning the beta of a 2-stock portfolio ? A. It is a simple average of the two stocks
Which of the following is most correct concerning the beta of a 2-stock portfolio?
A. It is a simple average of the two stocks betas.
B. It is a weighted average of the two stocks standard deviations.
C. It is a weighted average of two stocks coefficients of variation.
D. It is a weighted average of the two stocks betas.
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