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A portfolio comprises Coke (beta of 1.1) and Wal-Mart (beta of 0.9). The amount invested in Coke is $20,000 and in Wal-Mart is $20,000. What

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A portfolio comprises Coke (beta of 1.1) and Wal-Mart (beta of 0.9). The amount invested in Coke is $20,000 and in Wal-Mart is $20,000. What is the beta of the portfolio? O A. 0.9 OB. 1.1 OC. 0.95 OD. 1

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