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You've assembled the following portfolio: Stock Beta Portfolio weight 1 1.4 0.2 2 1.1 0.6 3 0.3 0.2 What is the beta of the portfolio?
You've assembled the following portfolio:
| Stock | Beta | Portfolio weight |
| 1 | 1.4 | 0.2 |
| 2 | 1.1 | 0.6 |
| 3 | 0.3 | 0.2 |
What is the beta of the portfolio?
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The Handbook Of Mortgage Backed Securities
Authors: Frank Fabozzi
6th Edition
0071460748, 978-0071460743
