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A portfolio consists of four assets in equal weights. Asset 1 has a beta of 0.95. 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 0.95. Asset 2 has a beta of 1.00. Asset 3 has a beta of 1.45. Asset 4 has a beta of 1.15. If the portfolio's required return is 7.75% and the risk-free rate is 3.70%, what is Asset 2's required return?

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