Question: Hello need help with solving the following question please solve all parts and show work clearly Will leave rating for correct answer with clear work

Hello need help with solving the following question please solve all parts and show work clearly

Hello need help with solving the following question please solve all parts

Will leave rating for correct answer with clear work

Stock A has a standard deviation of 20% and a beta of 0.8. Stock B has a standard deviation of 12% and a beta of 1.6. The correlation of returns between stocks A and B is 0.7. Your portfolio is invested 40% in stock A and 60% in stock B. What is the portfolio beta

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