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5 What is the beta of a portfolio ABC i 30 percent of the funds are invested in a risk-free asset, 40 percent in the

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5 What is the beta of a portfolio ABC i 30 percent of the funds are invested in a risk-free asset, 40 percent in the market portfolio, and the balance in a risky portfolio that has a beta of 0.77 The beta of the portfolio ABC is (Note: please retain at least 4 decimal places in your calculations and at least 2 decimal places in the final answer.)

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