Question: Suppose we have the ff. information: Determine; a) The expected return on this portfolio...

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Question: Suppose we have the ff. information: Determine; a) The expected return on this portfolio b) What is the beta of this portfolio c) Does this portfolio have more or less systematic risk than the average asset? Security Beta Amt Invested Expected returns Stock A 8% 0.80 1,00 2,00 Stock B 12% 0.95 Stock C 3,00 15% 1.10 Stock D 4,00 18% 1.40

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