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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
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