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A portfiolio consists of two assets: Stock XYZ and the risk-free asset (T-bills). Stock XYZ has a beta of 1.2. The risk-free asset currently earns

A portfiolio consists of two assets: Stock XYZ and the risk-free asset (T-bills). Stock XYZ has a beta of 1.2. The risk-free asset currently earns 3%. If the portfolio of the two assets has a beta of 0.9, what are the weightings of the two assets in the portfolio?


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