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16. You invest 25% of your retirement savings in a fully diversified market fund, 25% in risk-free Treasury bills, and 50% in a house with

16. You invest 25% of your retirement savings in a fully diversified market fund, 25% in risk-free Treasury bills, and 50% in a house with twice as much systematic risk as the market. What is the beta of your portfolio? A) 2.25 B) 1.25 C) 1.75 D) 2.55

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