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You have a portfolio with the following assets and their betas respectively. What is the portfolio beta? Assets Beta Value weight 20% A 1.2 B

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You have a portfolio with the following assets and their betas respectively. What is the portfolio beta? Assets Beta Value weight 20% A 1.2 B 30% 0.64 0.89 35% 15% D 1.33 Total = 100%

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