What is the beta of portfolio

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You have $250,000 to invest in a portfolio containing Stock A and Stock B. Your goal is to create a portfolio that has an expected return of 13.88 percent. Stock A has an expected return of 12.33 percent and a beta of 1.42, and Stock B has an expected return of 8.69 percent and a beta of .86.

a. How much money will you invest in Stock B?

b. What is the beta of your portfolio?

Reference no: EM132045984

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