What is the portfolio beta

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ABC Capital holds the following portfolio: Stock Investment Beta A $150,000 1.40 B $75,000 0.80 C $75,000 1.00 D $75,000 1.20 Total $375,000 What is the portfolio's beta?

1. 1.16

2. 1.45

3. 1.03

4. 1.02

5. 1.26

Reference no: EM13972900

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