Determine the expected beta of the portfolio

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Reference no: EM131338671

Three Rivers Investment Company desires to construct a portfolio with a 20 percent expected return. The portfolio is to consist of some combination of Security X and Security Y, which have the following expected returns, standard deviations of returns, and betas:

	Security X	Security y
Expected Return	15%	26%
Standard Deviation	10%	20%
Beta	0.94	1.33

Determine the expected beta of the portfolio.

Reference no: EM131338671

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