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127. Your portfolio has a beta of 1.18. The portfolio consists of 25% U.S. Treasury bills, 40% in stock A, and 35% in stock B.

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127. Your portfolio has a beta of 1.18. The portfolio consists of 25% U.S. Treasury bills, 40% in stock A, and 35% in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B? A. 0 B. 1.42 C. 1.45 D. 1.63 E. 1.87

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