Question: . Consider the following information for three stocks, A, B, and that can be put into portfolios with the following allocations. Portfolio AC has 80%

. Consider the following information for three stocks, A, B, and that can be put into portfolios with the following allocations. Portfolio AC has 80% of its funds invested in Stock A and 20% in Stock C. Portfolio BC has 20% of its funds invested in Stock Band 80% in Stock C. Portfolio ABC has one third of its funds invested in each of the three stocks. Stock Expected Return Standard Deviation Beta B 10% 10% 12% 20% 10% 12% 1.0 1.0 1.5 Calculate the Beta of Portfolio ABC to the second decimal place

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