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You have the following information: A B C D Market Alpha 1 % 2 % 3 % - 2 % 0 % Beta 2 1

You have the following information:
A
B
C
D
Market
Alpha
1%
2%
3%
-2%
0%
Beta
2
1.5
0.5
2
1
Res. Variance
1.00%
2.00%
0.90%
0.85%
0.00%
Std.Dev
9%
15%
12%
11%
8%
Excess Return
6%
What is the beta of the active portfolio?
Note: Round to 3 decimals. The margin of error here is +/-0.02.

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