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A portfolio consists of four assets in equal weights. Asset 1 has a beta of 0.70. 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 0.70. Asset 2 has a beta of 1.00. Asset 3 has a beta of 1.20. Asset 4 has a beta of 0.90. If the portfolio's required return is 6.50% and the risk-free rate is 3.20%, what is Asset 2's required return? 6.01% 6.17% 6.34% 6.51% 6.67%

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