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12 An investor divides her portfolio into thirds, with one part in Treasury bills, one part in a market index, and one part in a

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An investor divides her portfolio into thirds, with one part in Treasury bills, one part in a market index, and one part in a diversified portfolio with beta of 2.5. What is the beta of the investor's overall portfolio? a. 0.766 b. 1 c. 1.155 d. 1.250

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