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A portfolio consists of four assets in equal weights. Asset 1 has a beta of 1.15. Asset 2 has a beta of 1.00. Asset 3
A portfolio consists of four assets in equal weights. Asset 1 has a beta of 1.15. Asset 2 has a beta of 1.00. Asset 3 has a beta of 1.65. Asset 4 has a beta of 1.35. If the portfolio's required return is 8.75% and the risk-free rate is 4.10%, what is Asset 2's required return? 7.33% 7.52% 7.71% 7.90% 8.10%
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