Portfolio beta Suppose you want a portfolio such that when the market goes up by 2 %,

Question:

Portfolio beta Suppose you want a portfolio such that when the market goes up by 2 %, your portfolio goes up by 1.70 %. In addition, you only have 2 assets in your portfolio. Asset A has a beta of 1.25, while Asset B has a beta of .62. What is the weight of Asset B in your portfolio?

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