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4.Your portfolio has a beta of 1.24. The portfolio consists of 10 percent U.S. Treasury bills, 55 percent in stock A, and 35 percent in

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4.Your portfolio has a beta of 1.24. The portfolio consists of 10 percent U.S. Treasury bills, 55 percent in stock A, and 35 percent 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. .69 c. 1.00 d. 1.24 e. 1.97***

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