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You are considering two stocks for your portfolio. The expected return on the market portfolio is 1 2 % and the risk - free rate

You are considering two stocks for your portfolio. The expected return on the market portfolio is 12% and the risk-free rate is 4%. The correlation between A and B is .25. What is the beta for a portfolio that includes $3000 of A, and 2,500 of B?
\table[[Stock,Exp. Return,,Beta],[A,,45,1.25],[B,,55,1.15]]
1.2045
0.5909
0.1400
0.13200
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