Two well-diversified portfolios

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Reference no: EM131569467

Two well-diversified portfolios, A and B, have expected returns of 16% and 8%, respectively and portfolio betas of 1.5 and -0.5 [negative* 0.5], respectively. Another well diversified portfolio, portfolio C, has an expected return of 24%. What is the beta of portfolio C?

A) 3.50 B) 4.50 C) 2.00 D) 1.00

Reference no: EM131569467

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