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You wish to invest in a portfolio of stocks A (50%) and B (50%). The risk free rate is 4%. A B Expected return (%)
You wish to invest in a portfolio of stocks A (50%) and B (50%). The risk free rate is 4%. A B Expected return (%) 10 20 Beta 1.2 1.8 Correlation coefficient between returns 0.3 Whats the portfolio beta ?
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