Consider a portfolio 30% of which is invested in stock A and 70% invested in ETF mimicking the S&P500. Stock A has an expected return of 27% and a standard deviation of 35%, and ETF has an expected return of 19% and a standard deviation of 21%. Calculate stock A’s beta if correlation between stock A and ETF equals -0.48.     1.15     -1.07     1.95     -0.80

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