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14) Suppose that you invested $10,000 in asset A and $30,000 in the market portfolio. The market portfolio has a standard deviation of 20%. The

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14) Suppose that you invested $10,000 in asset A and $30,000 in the market portfolio. The market portfolio has a standard deviation of 20%. The covariance between the returns of the market and those of asset A is 0.09. What is the beta of your portfolio? A. 0.86 B. 1.31 C. 1.02 D. 1.94

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