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You have a portfolio of 3 stocks. You put 10% of your funds in Stock A, 40% in Stock B, and the remainder in Stock

You have a portfolio of 3 stocks. You put 10% of your funds in Stock A, 40% in Stock B, and the remainder in Stock C. The beta of Stock A is 1.5, of Stock B 1.2, and Stock C 1.1. What is your portfolio beta?

A. 1.18
B. 1.26
C. 1.27
D. 1.00

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