You own a stock portfolio invested 15 percent in Stock Q, 20 percent in Stock R,...

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Answer 1

Answer #1

Portfolio beta = 0.15*1.35 + 0.2*1.04 + 0.2*0.85 + 0.45*0.87

Portfolio beta = 0.2025 + 0.208 + 0.17 + 0.3915

Portfolio beta = 0.97

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Answer 2

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