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10 d DO What is the beta of a portfolio made up of two risky assets and a risk-free asset? You invest 35% in asset

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d DO What is the beta of a portfolio made up of two risky assets and a risk-free asset? You invest 35% in asset A with a beta of 1.2 and 35% in asset B with a beta of 1.1. Select one: a. 0.81 b.1.14 C. 1.29 O d. 0.66 e. 1.03

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