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A portfolio consists of four assets in equal weights.Asset 1 has a beta of 0.65.Asset 2 has a beta of 1.00.Asset 3 has a beta

A portfolio consists of four assets in equal weights.Asset 1 has a beta of 0.65.Asset 2 has a beta of 1.00.Asset 3 has a beta of 1.15.Asset 4 has a beta of 0.85.If the portfolio's required return is 6.25% and the risk-free rate is 3.10%, what is Asset 2's required return?

Question 10 options:

6.06%

6.22%

6.39%

6.55%

6.72%

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