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You have formed a portfolio of three securities. The portfolio weights and betas of the individual securities are as follows: Security W Bi 1 35
You have formed a portfolio of three securities. The portfolio weights and betas of the individual securities are as follows: Security W Bi 1 35 1.5 2 .25 0.2 3 1.1 What would be the beta of this portfolio? (Calculate the weight of security 3 in the portfolio and get the portfolio beta.) 01.015 O 1.235 O 0.655 O 1.00 O 0.743
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