What is the beta of our portfolio

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Reference no: EM132072146

Stock A has an expected return of 12%, a standard deviation of 24% on its returns, and a beta of 1.2. Stock B has an expected return of 15%, a standard deviation of 30% on its returns, and a beta of 1.5. The correlation between the two stocks is 0.8. If we invested $100,000 in Stock A and $200,000 in Stock B, what is the beta of our portfolio?

Reference no: EM132072146

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