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) 4. An investor divides her portfolio into four parts, with 1/3 in Treasury bills, 1/3 in a market index, and 1/3 in an asset
) 4. An investor divides her portfolio into four parts, with 1/3 in Treasury bills, 1/3 in a market index, and 1/3 in an asset with beta of 1.5. What is the beta of the investor's overall portfolio? A. 0.833 B. 0.950 C. 1.000 D. 1.250
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