Question: What is the portfolio beta based on the information below: Stock Weight Beta A 15% 0.85 B 25% 0.91 C 40% 1.31 D 20% 1.76

What is the portfolio beta based on the information below:

Stock Weight Beta
A 15% 0.85
B 25% 0.91
C 40% 1.31
D 20% 1.76

Using the information above, what is the expected return on the portfolio if the risk free rate is 3.5% and the expected return on the market is 11.2%?

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