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stock a has a beta of 2; stock b has a beta of 0.5. assume risk free rate is 4%; market risk premium is 10%. what is the beta of a 50-50 portfolio?

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Final answer:

The beta of a 50-50 portfolio can be calculated by taking the weighted average of the betas of the individual stocks. In this case, the portfolio beta is 1.25.

Step-by-step explanation:

The beta of a portfolio is determined by taking the weighted average of the betas of the individual stocks in the portfolio. Since the portfolio is 50-50, we can calculate the beta as follows:

Portfolio Beta = (Weight of Stock A x Beta of Stock A) + (Weight of Stock B x Beta of Stock B)

Portfolio Beta = (0.5 x 2) + (0.5 x 0.5) = 1 + 0.25 = 1.25

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