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A portfolio consists of four assets in equal weights. Asset 1 has a beta of 1.10. Asset 2 has a beta of 1.00. Asset 3

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A portfolio consists of four assets in equal weights. Asset 1 has a beta of 1.10. Asset 2 has a beta of 1.00. Asset 3 has a beta of 1.60. Asset 4 has a beta of 1.30. If the portfolio's required return is 8.50% and the risk-free rate is 4.00%, what is Asset 2's required return? 7.22% 7.41% 7.60% 7.79% 7.98%

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