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You wish to calculate the risk level of your portfolio based on its beta. The five stocks in the portfolio with their respective weights and

You wish to calculate the risk level of your portfolio based on its beta. The five stocks in the portfolio with their respective weights and betas are shown in the following table:

Stock

Portfolio weight

Beta

Alpha

11%

1.19

Centauri

20%

0.95

Zen

19%

1.51

Wren

18%

1.38

Yukos 32% 1.88

Calculate the beta of your portfolio.

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