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A portfolio consists of four assets in equal weights. Asset 1 has a beta of 1.35. 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 1.35. Asset 2 has a beta of 1.00. Asset 3 has a beta of 1.85. Asset 4 has a beta of 1.55. If the portfolio's required return is 9.75% and the risk-free rate is 4.50%, what is Asset 2's required return?

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