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10 5 What is the beta of a portfolio ABC if 30 percent of the funds are invested in a risk tree asset, 40 percent
10 
5 What is the beta of a portfolio ABC if 30 percent of the funds are invested in a risk tree asset, 40 percent in the market portfolio, and the balance in a risky portfolio that has a beta of 1.7? The beta of the portfolio ABC is (Note: please retain at least 4 decimal places in your calculations and attent2 decimal places in the final answer.) Step by Step Solution
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Personal Finance
Authors: Jeff Madura
5th edition
132994348, 978-0132994347
